+111.6%
SFM vs SUI
-26.4%
+138.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +6.0% | -1.5% | +7.5% | +6.5% |
| 30D | -19.5% | +3.7% | -23.2% | -20.2% |
| 3M | -37.0% | -0.4% | -36.6% | -36.9% |
| 6M | -41.0% | -2.8% | -38.2% | -40.7% |
| YTD | -34.6% | -1.6% | -33.0% | -34.5% |
| 1Y | -36.3% | -2.1% | -34.2% | -36.0% |
| 3Y | +24.5% | +18.5% | +6.1% | +17.1% |
| All | +111.6% | -26.4% | +138.0% | +124.3% |
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