+449.6%
P vs SUI
+151.3%
+298.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.7% | -17.1% | -16.6% |
| 7D | -31.9% | +8.8% | -40.7% | -33.9% |
| 30D | -36.5% | +8.9% | -45.5% | -38.7% |
| 3M | +11.6% | +2.0% | +9.6% | +9.9% |
| 6M | +25.2% | -0.6% | +25.8% | +23.4% |
| YTD | +39.4% | +1.3% | +38.1% | +35.8% |
| 1Y | -3.7% | +1.3% | -4.9% | -6.3% |
| 3Y | +167.3% | +16.3% | +151.0% | +137.0% |
| 5Y | +237.3% | -25.1% | +262.4% | +260.9% |
| 10Y | +698.6% | +121.1% | +577.6% | +522.5% |
| All | +449.6% | +151.3% | +298.3% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling