+269.8%
SAN vs SUI
-26.3%
+296.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.8% |
| 7D | +4.9% | +6.2% | -1.3% | +3.1% |
| 30D | -13.0% | +8.6% | -21.6% | -15.2% |
| 3M | -18.9% | +1.0% | -19.9% | -19.2% |
| 6M | -4.1% | -2.6% | -1.6% | -3.9% |
| YTD | +2.6% | -0.1% | +2.7% | +1.9% |
| 1Y | +16.9% | +0.5% | +16.5% | +15.9% |
| 3Y | +239.1% | +15.3% | +223.8% | +211.9% |
| All | +269.8% | -26.3% | +296.1% | +296.2% |
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