+3,519.6%
SITM vs SUI
-10.5%
+3,530.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +32.5% | -3.8% | +36.4% | +35.3% |
| 30D | -18.8% | +3.9% | -22.8% | -22.2% |
| 3M | -30.9% | +0.2% | -31.1% | -32.7% |
| 6M | -44.5% | -4.2% | -40.3% | -45.4% |
| YTD | +33.2% | -2.5% | +35.8% | +28.5% |
| 1Y | +53.8% | -4.0% | +57.9% | +49.9% |
| 3Y | +335.7% | +16.5% | +319.2% | +237.1% |
| 5Y | +84.6% | -27.2% | +111.8% | +113.6% |
| All | +3,519.6% | -10.5% | +3,530.1% | +2,834.1% |
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 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