+101.5%
SFM vs SUI
-26.3%
+127.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.4% | -4.5% |
| 7D | -1.2% | +6.2% | -7.4% | -2.6% |
| 30D | -24.8% | +8.6% | -33.3% | -26.3% |
| 3M | -43.7% | +1.0% | -44.7% | -43.8% |
| 6M | -37.3% | -2.6% | -34.7% | -37.0% |
| YTD | -38.4% | -0.1% | -38.2% | -38.5% |
| 1Y | -36.9% | +0.5% | -37.4% | -37.1% |
| 3Y | +20.7% | +15.3% | +5.4% | +14.3% |
| All | +101.5% | -26.3% | +127.8% | +111.6% |
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