-1.6%
RMD vs SUI
-27.1%
+25.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -0.8% | -2.4% | +1.6% | +0.1% |
| 30D | +1.7% | +3.3% | -1.7% | +0.3% |
| 3M | +6.4% | +0.7% | +5.7% | +6.0% |
| 6M | +20.7% | -4.1% | +24.8% | +22.3% |
| YTD | -0.2% | -1.8% | +1.6% | 0.0% |
| 1Y | -4.5% | -4.1% | -0.5% | -3.5% |
| 3Y | +70.5% | +17.4% | +53.1% | +53.7% |
| 5Y | -1.6% | -27.0% | +25.4% | +15.0% |
| All | -1.6% | -27.1% | +25.5% | +15.0% |
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