+131.1%
SFM vs SUI
+117.1%
+13.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -6.9% | +3.4% | -10.3% | -7.5% |
| 30D | -25.0% | +4.6% | -29.6% | -25.7% |
| 3M | -42.7% | +1.6% | -44.3% | -42.9% |
| 6M | -41.0% | -3.5% | -37.5% | -40.6% |
| YTD | -38.7% | -1.0% | -37.7% | -38.6% |
| 1Y | -38.1% | -1.7% | -36.4% | -38.0% |
| 3Y | +19.3% | +18.4% | +1.0% | +14.1% |
| 5Y | +103.1% | -26.3% | +129.5% | +109.3% |
| 10Y | +131.1% | +123.3% | +7.7% | +112.0% |
| All | +131.1% | +117.1% | +13.9% | +112.0% |
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