-4.3%
SM vs SUI
-25.9%
+21.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -19.5% | +3.4% | -22.9% | -20.5% |
| 30D | -20.2% | +4.6% | -24.8% | -21.5% |
| 3M | -6.5% | +1.6% | -8.1% | -7.4% |
| 6M | +1.6% | -3.5% | +5.0% | +2.1% |
| YTD | +61.2% | -1.0% | +62.3% | +59.8% |
| 1Y | +65.4% | -1.7% | +67.1% | +64.3% |
| 3Y | -13.0% | +18.4% | -31.4% | -21.4% |
| 5Y | -4.3% | -26.3% | +22.1% | +12.6% |
| All | -4.3% | -25.9% | +21.7% | +12.6% |
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