+62.4%
SAP vs SUI
+12.1%
+50.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.9% | -2.8% | -0.1% | -2.4% |
| 30D | +9.0% | -1.2% | +10.2% | +9.2% |
| 3M | +14.9% | -1.7% | +16.7% | +15.2% |
| 6M | +11.9% | -10.5% | +22.4% | +13.5% |
| YTD | -9.9% | -1.8% | -8.1% | -9.8% |
| 1Y | -19.5% | -4.1% | -15.5% | -19.2% |
| All | +62.4% | +12.1% | +50.4% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling