+82.7%
SAP vs SUI
+16.8%
+65.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +4.0% | +8.8% | -4.7% | +2.4% |
| 30D | +15.7% | +8.9% | +6.8% | +13.8% |
| 3M | +23.4% | +2.0% | +21.4% | +22.7% |
| 6M | +41.3% | -0.6% | +41.9% | +40.9% |
| YTD | +2.0% | +1.3% | +0.7% | +1.4% |
| 1Y | -5.1% | +1.3% | -6.4% | -5.6% |
| All | +82.7% | +16.8% | +65.9% | +76.3% |
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 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