-44.0%
S vs SUI
-17.6%
-26.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +1.2% | -2.4% | +3.7% | +2.5% |
| 30D | -7.3% | +3.3% | -10.7% | -9.7% |
| 3M | +5.9% | +0.7% | +5.2% | +4.5% |
| 6M | +45.6% | -4.1% | +49.8% | +47.0% |
| YTD | +58.5% | -1.8% | +60.3% | +56.7% |
| 1Y | +37.6% | -4.1% | +41.7% | +37.7% |
| 3Y | +51.7% | +17.4% | +34.3% | +24.5% |
| 5Y | -67.5% | -27.0% | -40.5% | -57.6% |
| All | -44.0% | -17.6% | -26.5% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling