+172.1%
SITM vs SUI
-32.0%
+204.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.9% | +6.7% |
| 7D | +9.7% | -2.8% | +12.6% | +11.2% |
| 30D | +12.7% | -1.2% | +13.9% | +13.1% |
| 3M | -13.4% | -1.7% | -11.7% | -14.2% |
| 6M | +59.6% | -10.5% | +70.1% | +66.9% |
| YTD | +73.3% | -1.8% | +75.1% | +70.7% |
| 1Y | +165.5% | -4.1% | +169.6% | +164.0% |
| 3Y | +368.7% | +11.3% | +357.5% | +285.5% |
| All | +172.1% | -32.0% | +204.1% | +254.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling