+75.1%
SAP vs SUI
+15.1%
+60.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.8% |
| 7D | -0.7% | +6.2% | -6.9% | -1.8% |
| 30D | +11.1% | +8.6% | +2.5% | +9.3% |
| 3M | +17.0% | +1.0% | +16.0% | +16.6% |
| 6M | +34.8% | -2.6% | +37.4% | +35.0% |
| YTD | -2.2% | -0.1% | -2.1% | -2.5% |
| 1Y | -6.4% | +0.5% | -6.9% | -6.8% |
| 3Y | +75.1% | +15.3% | +59.9% | +69.5% |
| All | +75.1% | +15.1% | +60.0% | +69.5% |
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