+83.0%
PL vs SUI
-11.8%
+94.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -9.3% | -2.8% | -6.5% | -7.8% |
| 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% | -26.5% |
| YTD | -8.1% | -1.8% | -6.3% | -8.6% |
| 1Y | +180.5% | -4.1% | +184.6% | +182.2% |
| 3Y | +444.1% | +11.3% | +432.9% | +381.9% |
| 5Y | +83.0% | -32.1% | +115.1% | +108.6% |
| All | +83.0% | -11.8% | +94.9% | +105.9% |
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