+44.1%
PL vs SUI
-11.1%
+55.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +5.6% | +3.4% | +2.2% | +3.4% |
| 30D | -16.9% | +4.6% | -21.5% | -19.9% |
| 3M | -38.2% | +1.6% | -39.8% | -39.5% |
| 6M | -63.4% | -3.5% | -60.0% | -63.6% |
| YTD | -27.6% | -1.0% | -26.6% | -29.2% |
| 1Y | +6.6% | -1.7% | +8.3% | +4.7% |
| 3Y | +557.6% | +18.4% | +539.2% | +453.1% |
| 5Y | +39.5% | -26.3% | +65.8% | +56.3% |
| All | +44.1% | -11.1% | +55.2% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling