-54.8%
ROKU vs SUI
-33.5%
-21.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.7% |
| 7D | -3.0% | -4.3% | +1.2% | -0.3% |
| 30D | +0.7% | -2.1% | +2.8% | +2.0% |
| 3M | +26.5% | -6.1% | +32.6% | +31.2% |
| 6M | +52.6% | -12.8% | +65.4% | +65.8% |
| YTD | +40.9% | -4.6% | +45.6% | +43.9% |
| 1Y | +57.6% | -7.7% | +65.3% | +64.1% |
| 3Y | +83.2% | +10.9% | +72.2% | +54.9% |
| 5Y | -54.8% | -32.4% | -22.4% | -41.9% |
| All | -54.8% | -33.5% | -21.3% | -41.9% |
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