+4,507.3%
SITM vs SUI
-11.2%
+4,518.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.2% |
| 7D | +8.4% | -3.1% | +11.5% | +10.5% |
| 30D | -17.4% | -2.3% | -15.1% | -16.3% |
| 3M | -9.8% | -2.8% | -7.0% | -10.1% |
| 6M | +83.0% | -12.4% | +95.3% | +95.6% |
| YTD | +69.6% | -3.3% | +72.9% | +68.1% |
| 1Y | +144.9% | -5.8% | +150.7% | +145.8% |
| 3Y | +429.9% | +12.5% | +417.4% | +329.2% |
| 5Y | +169.2% | -32.9% | +202.0% | +238.2% |
| All | +4,507.3% | -11.2% | +4,518.5% | +3,739.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling