-68.8%
S vs SUI
-27.1%
-41.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.5% | -5.9% |
| 7D | +4.1% | -3.8% | +7.9% | +6.2% |
| 30D | -7.2% | +3.9% | -11.1% | -9.8% |
| 3M | 0.0% | +0.2% | -0.3% | -1.1% |
| 6M | +41.6% | -4.2% | +45.8% | +43.0% |
| YTD | +48.6% | -2.5% | +51.1% | +47.5% |
| 1Y | +30.0% | -4.0% | +34.1% | +30.0% |
| 3Y | +42.2% | +16.5% | +25.6% | +17.3% |
| All | -68.8% | -27.1% | -41.7% | -59.3% |
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 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