+94.4%
QQQ vs SUI
-32.1%
+126.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +1.5% | -3.1% | +4.6% | +2.4% |
| 30D | -0.6% | -2.3% | +1.7% | -0.1% |
| 3M | +0.4% | -2.8% | +3.2% | +0.8% |
| 6M | +20.1% | -12.4% | +32.4% | +24.1% |
| YTD | +17.2% | -3.3% | +20.5% | +17.4% |
| 1Y | +24.7% | -5.8% | +30.5% | +25.7% |
| 3Y | +96.2% | +12.5% | +83.7% | +79.8% |
| 5Y | +94.4% | -32.9% | +127.2% | +124.9% |
| All | +94.4% | -32.1% | +126.5% | +124.9% |
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 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