+578.4%
RF vs SUI
+4,171.7%
-3,593.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.6% |
| 7D | -1.6% | +8.8% | -10.4% | -6.7% |
| 30D | +5.0% | +8.9% | -3.9% | -0.7% |
| 3M | -10.0% | +2.0% | -12.0% | -11.6% |
| 6M | +3.3% | -0.6% | +4.0% | +2.8% |
| YTD | +7.9% | +1.3% | +6.6% | +5.5% |
| 1Y | +21.2% | +1.3% | +20.0% | +18.5% |
| 3Y | +105.8% | +16.3% | +89.5% | +78.9% |
| 5Y | +43.7% | -25.1% | +68.8% | +59.4% |
| 10Y | +289.4% | +121.1% | +168.4% | +99.3% |
| All | +578.4% | +4,171.7% | -3,593.3% | -15.2% |
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