+1,618.3%
SAN vs SUI
+4,171.7%
-2,553.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +3.5% | +8.8% | -5.3% | -0.7% |
| 30D | -13.2% | +8.9% | -22.1% | -16.9% |
| 3M | -16.9% | +2.0% | -19.0% | -18.0% |
| 6M | +2.3% | -0.6% | +3.0% | +1.7% |
| YTD | +4.9% | +1.3% | +3.6% | +3.0% |
| 1Y | +20.4% | +1.3% | +19.2% | +18.2% |
| 3Y | +243.2% | +16.3% | +226.9% | +203.9% |
| 5Y | +275.3% | -25.1% | +300.3% | +305.8% |
| 10Y | +254.0% | +121.1% | +132.9% | +97.9% |
| All | +1,618.3% | +4,171.7% | -2,553.4% | +125.1% |
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