+82.3%
PL vs SUI
-32.0%
+114.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -9.3% | -2.8% | -6.5% | -7.7% |
| 30D | -18.9% | -1.2% | -17.8% | -18.4% |
| 3M | -58.4% | -1.7% | -56.6% | -58.5% |
| 6M | -30.3% | -10.5% | -19.8% | -26.3% |
| YTD | -8.1% | -1.8% | -6.3% | -8.7% |
| 1Y | +180.5% | -4.1% | +184.6% | +182.2% |
| 3Y | +444.1% | +11.3% | +432.9% | +378.3% |
| All | +82.3% | -32.0% | +114.3% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling