+38.4%
S vs SUI
+16.8%
+21.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.5% | -9.0% |
| 7D | -16.7% | +8.8% | -25.5% | -18.5% |
| 30D | -17.0% | +8.9% | -25.9% | -19.0% |
| 3M | +2.0% | +2.0% | 0.0% | +1.1% |
| 6M | +35.1% | -0.6% | +35.7% | +34.6% |
| YTD | +42.8% | +1.3% | +41.5% | +40.9% |
| 1Y | +27.7% | +1.3% | +26.5% | +25.9% |
| All | +38.4% | +16.8% | +21.5% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling