+16.9%
SAN vs SUI
-0.1%
+17.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | +4.9% | +6.2% | -1.3% | +4.0% |
| 30D | -13.0% | +8.6% | -21.6% | -14.0% |
| 3M | -18.9% | +1.0% | -19.9% | -19.5% |
| 6M | -4.1% | -2.6% | -1.6% | -4.9% |
| YTD | +2.6% | -0.1% | +2.7% | +2.4% |
| 1Y | +16.9% | +0.5% | +16.5% | +16.3% |
| All | +16.9% | -0.1% | +17.0% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling