+28.6%
SFM vs SUI
+294.6%
-266.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.3% |
| 7D | +7.5% | +8.8% | -1.3% | +5.7% |
| 30D | -20.8% | +8.9% | -29.8% | -22.3% |
| 3M | -39.4% | +2.0% | -41.4% | -39.6% |
| 6M | -34.5% | -0.6% | -33.8% | -34.5% |
| YTD | -35.2% | +1.3% | -36.6% | -35.5% |
| 1Y | -35.3% | +1.3% | -36.6% | -35.6% |
| 3Y | +23.9% | +16.3% | +7.6% | +18.7% |
| 5Y | +113.8% | -25.1% | +138.9% | +120.3% |
| 10Y | +152.0% | +121.1% | +30.9% | +103.6% |
| All | +28.6% | +294.6% | -266.0% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling