+72.5%
SM vs SUI
-0.1%
+72.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +0.6% |
| 7D | -25.9% | +6.2% | -32.1% | -25.0% |
| 30D | -15.1% | +8.6% | -23.7% | -13.8% |
| 3M | +4.9% | +1.0% | +3.9% | +6.1% |
| 6M | +6.1% | -2.6% | +8.7% | +7.8% |
| YTD | +63.4% | -0.1% | +63.6% | +59.9% |
| 1Y | +72.5% | +0.5% | +72.0% | +68.7% |
| All | +72.5% | -0.1% | +72.6% | +68.7% |
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