+11.1%
PL vs SUI
-25.7%
+36.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.7% | -10.8% | -10.5% |
| 7D | -20.5% | +8.8% | -29.3% | -24.6% |
| 30D | -38.8% | +8.9% | -47.7% | -42.3% |
| 3M | -49.1% | +2.0% | -51.2% | -50.2% |
| 6M | -69.4% | -0.6% | -68.7% | -70.0% |
| YTD | -42.3% | +1.3% | -43.7% | -44.3% |
| 1Y | -14.2% | +1.3% | -15.5% | -17.2% |
| 3Y | +398.7% | +16.3% | +382.4% | +320.6% |
| 5Y | +11.1% | -25.1% | +36.2% | +31.1% |
| All | +11.1% | -25.7% | +36.8% | +31.1% |
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