-44.9%
S vs SUI
-16.9%
-28.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +1.4% | +3.4% | -2.0% | -0.6% |
| 30D | -10.8% | +4.6% | -15.4% | -13.6% |
| 3M | +5.4% | +1.6% | +3.8% | +3.5% |
| 6M | +41.2% | -3.5% | +44.7% | +42.1% |
| YTD | +56.2% | -1.0% | +57.2% | +53.7% |
| 1Y | +36.3% | -1.7% | +38.0% | +34.4% |
| 3Y | +49.4% | +18.4% | +31.1% | +22.1% |
| 5Y | -66.9% | -26.3% | -40.5% | -57.0% |
| All | -44.9% | -16.9% | -28.0% | -31.1% |
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