+3,107.0%
SITM vs SUI
-8.3%
+3,115.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.5% | +18.9% | +18.3% |
| 7D | -6.7% | +6.2% | -13.0% | -10.7% |
| 30D | -37.3% | +8.6% | -45.9% | -41.5% |
| 3M | -39.4% | +1.0% | -40.4% | -41.1% |
| 6M | -33.1% | -2.6% | -30.5% | -34.7% |
| YTD | +18.0% | -0.1% | +18.2% | +12.3% |
| 1Y | +22.7% | +0.5% | +22.2% | +16.0% |
| 3Y | +283.8% | +15.3% | +268.5% | +201.9% |
| 5Y | +45.0% | -26.1% | +71.2% | +66.9% |
| All | +3,107.0% | -8.3% | +3,115.3% | +2,464.2% |
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