-68.0%
S vs SUI
-25.7%
-42.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.5% | -9.2% |
| 7D | -16.7% | +8.8% | -25.5% | -20.6% |
| 30D | -17.0% | +8.9% | -25.9% | -21.3% |
| 3M | +2.0% | +2.0% | 0.0% | 0.0% |
| 6M | +35.1% | -0.6% | +35.7% | +33.8% |
| YTD | +42.8% | +1.3% | +41.5% | +38.8% |
| 1Y | +27.7% | +1.3% | +26.5% | +24.0% |
| 3Y | +33.0% | +16.3% | +16.7% | +11.2% |
| 5Y | -68.0% | -25.1% | -42.9% | -58.8% |
| All | -68.0% | -25.7% | -42.3% | -58.8% |
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 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