+2,233.8%
SAP vs SUI
+2,802.5%
-568.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.9% | -2.8% | -0.1% | -1.9% |
| 30D | +9.0% | -1.2% | +10.2% | +9.4% |
| 3M | +14.9% | -1.7% | +16.7% | +15.7% |
| 6M | +11.9% | -10.5% | +22.4% | +16.2% |
| YTD | -9.9% | -1.8% | -8.1% | -9.8% |
| 1Y | -19.5% | -4.1% | -15.5% | -18.9% |
| 3Y | +61.8% | +11.3% | +50.6% | +50.8% |
| 5Y | +56.2% | -32.1% | +88.3% | +72.2% |
| 10Y | +180.6% | +110.4% | +70.2% | +94.3% |
| All | +2,233.8% | +2,802.5% | -568.7% | +466.6% |
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