-48.8%
S vs SUI
-16.1%
-32.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | -13.4% | +6.2% | -19.7% | -16.5% |
| 30D | -14.0% | +8.6% | -22.6% | -18.4% |
| 3M | +4.9% | +1.0% | +3.9% | +3.3% |
| 6M | +42.0% | -2.6% | +44.6% | +42.2% |
| YTD | +45.1% | -0.1% | +45.3% | +42.1% |
| 1Y | +33.1% | +0.5% | +32.6% | +29.5% |
| 3Y | +40.6% | +15.3% | +25.4% | +17.7% |
| 5Y | -67.5% | -26.1% | -41.3% | -57.8% |
| All | -48.8% | -16.1% | -32.6% | -36.3% |
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