-53.2%
S vs SUI
-17.6%
-35.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -7.7% | -2.8% | -4.9% | -6.2% |
| 30D | -5.3% | -1.2% | -4.2% | -5.0% |
| 3M | +20.3% | -1.7% | +22.0% | +20.6% |
| 6M | +47.4% | -10.5% | +57.8% | +55.6% |
| YTD | +32.5% | -1.8% | +34.4% | +31.8% |
| 1Y | +9.5% | -4.1% | +13.6% | +10.2% |
| 3Y | +15.5% | +11.3% | +4.3% | -0.7% |
| 5Y | -71.2% | -32.1% | -39.1% | -61.1% |
| All | -53.2% | -17.6% | -35.6% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling