+2,542.1%
SAP vs SUI
+2,896.6%
-354.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +4.0% | +8.8% | -4.7% | +0.9% |
| 30D | +15.7% | +8.9% | +6.8% | +12.1% |
| 3M | +23.4% | +2.0% | +21.4% | +22.3% |
| 6M | +41.3% | -0.6% | +41.9% | +41.2% |
| YTD | +2.0% | +1.3% | +0.7% | +0.9% |
| 1Y | -5.1% | +1.3% | -6.4% | -6.2% |
| 3Y | +82.1% | +16.3% | +65.9% | +67.4% |
| 5Y | +77.2% | -25.1% | +102.2% | +88.4% |
| 10Y | +233.6% | +121.1% | +112.6% | +127.0% |
| All | +2,542.1% | +2,896.6% | -354.5% | +533.5% |
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 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