+0.7%
PL vs SUI
-0.1%
+0.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.8% | +10.0% |
| 7D | -6.8% | +6.2% | -13.0% | -5.4% |
| 30D | -29.3% | +8.6% | -37.9% | -28.5% |
| 3M | -44.8% | +1.0% | -45.8% | -44.2% |
| 6M | -68.4% | -2.6% | -65.8% | -67.8% |
| YTD | -36.4% | -0.1% | -36.2% | -34.6% |
| 1Y | +0.7% | +0.5% | +0.3% | +1.7% |
| All | +0.7% | -0.1% | +0.8% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling