-23.9%
SIRI vs SUI
+12.1%
-35.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +4.3% | -3.1% | +7.4% | +5.2% |
| 30D | -2.8% | -2.3% | -0.5% | -2.2% |
| 3M | +5.9% | -2.8% | +8.7% | +6.8% |
| 6M | +31.9% | -12.4% | +44.3% | +36.7% |
| YTD | +48.7% | -3.3% | +52.0% | +49.4% |
| 1Y | +23.2% | -5.8% | +29.0% | +24.8% |
| 3Y | -23.9% | +12.5% | -36.4% | -27.1% |
| All | -23.9% | +12.1% | -35.9% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling