-19.6%
SIRI vs SUI
+3,373.6%
-3,393.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +1.6% | -2.8% | +4.4% | +2.7% |
| 30D | -4.7% | -1.2% | -3.5% | -4.3% |
| 3M | +5.3% | -1.7% | +7.0% | +5.8% |
| 6M | +30.5% | -10.5% | +41.0% | +35.7% |
| YTD | +49.6% | -1.8% | +51.5% | +49.9% |
| 1Y | +28.5% | -4.1% | +32.6% | +29.8% |
| 3Y | -27.5% | +11.3% | -38.7% | -32.1% |
| 5Y | -44.7% | -32.1% | -12.5% | -38.7% |
| 10Y | -12.6% | +110.4% | -123.1% | -38.4% |
| All | -19.6% | +3,373.6% | -3,393.2% | -78.1% |
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 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