-13.1%
SM vs SUI
+16.6%
-29.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -22.3% | +3.0% | -25.3% | -22.6% |
| 30D | -21.4% | +5.6% | -26.9% | -22.0% |
| 3M | +1.4% | +0.9% | +0.4% | +1.2% |
| 6M | +0.1% | -2.6% | +2.7% | +0.6% |
| YTD | +59.0% | -0.1% | +59.1% | +58.0% |
| 1Y | +64.3% | -1.4% | +65.8% | +63.9% |
| 3Y | -13.1% | +19.8% | -32.9% | -19.5% |
| All | -13.1% | +16.6% | -29.8% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling