+34.6%
SM vs SUI
-2.0%
+36.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +0.1% | -2.8% | +2.9% | -0.1% |
| 30D | +26.3% | -1.2% | +27.5% | +26.1% |
| 3M | +8.7% | -1.7% | +10.4% | +8.9% |
| 6M | +51.7% | -10.5% | +62.1% | +52.2% |
| YTD | +99.0% | -1.8% | +100.9% | +95.2% |
| 1Y | +34.6% | -4.1% | +38.7% | +32.5% |
| All | +34.6% | -2.0% | +36.6% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling