+4.2%
SM vs SUI
-26.4%
+30.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +9.4% | -1.5% | +10.9% | +9.8% |
| 30D | -14.4% | +3.7% | -18.1% | -15.6% |
| 3M | +1.6% | -0.4% | +1.9% | +1.2% |
| 6M | +6.3% | -2.8% | +9.1% | +6.6% |
| YTD | +78.8% | -1.6% | +80.4% | +77.4% |
| 1Y | +83.1% | -2.1% | +85.2% | +82.0% |
| 3Y | -5.9% | +18.5% | -24.4% | -15.1% |
| All | +4.2% | -26.4% | +30.6% | +21.2% |
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 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