-78.0%
SE vs SUI
-26.3%
-51.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | +2.0% | +6.2% | -4.2% | -1.0% |
| 30D | -20.0% | +8.6% | -28.6% | -23.5% |
| 3M | -31.8% | +1.0% | -32.8% | -32.4% |
| 6M | -15.9% | -2.6% | -13.3% | -15.6% |
| YTD | -40.6% | -0.1% | -40.5% | -41.5% |
| 1Y | -50.7% | +0.5% | -51.2% | -51.6% |
| 3Y | +70.3% | +15.3% | +55.0% | +41.3% |
| All | -78.0% | -26.3% | -51.7% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling