+2,009.9%
SAN vs SUI
+4,037.5%
-2,027.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +1.8% | -2.8% | +4.6% | +3.2% |
| 30D | +2.0% | -1.2% | +3.2% | +2.5% |
| 3M | +19.7% | -1.7% | +21.5% | +20.0% |
| 6M | +30.6% | -10.5% | +41.1% | +37.0% |
| YTD | +28.8% | -1.8% | +30.7% | +28.7% |
| 1Y | +57.8% | -4.1% | +61.9% | +58.8% |
| 3Y | +338.1% | +11.3% | +326.9% | +296.1% |
| 5Y | +384.2% | -32.1% | +416.3% | +450.9% |
| 10Y | +353.1% | +110.4% | +242.7% | +159.4% |
| All | +2,009.9% | +4,037.5% | -2,027.6% | +181.3% |
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 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