+130.5%
SFM vs SUI
+120.9%
+9.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | -0.4% | -3.8% | +3.4% | +0.4% |
| 30D | -19.2% | +3.9% | -23.2% | -19.9% |
| 3M | -40.3% | +0.2% | -40.5% | -40.3% |
| 6M | -40.9% | -4.2% | -36.7% | -40.4% |
| YTD | -35.5% | -2.5% | -33.0% | -35.3% |
| 1Y | -37.4% | -4.0% | -33.4% | -37.0% |
| 3Y | +25.5% | +16.5% | +8.9% | +20.4% |
| 5Y | +113.0% | -27.2% | +140.2% | +120.0% |
| All | +130.5% | +120.9% | +9.6% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling