+969.4%
SM vs SUI
+4,171.7%
-3,202.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.9% |
| 7D | -25.1% | +8.8% | -33.9% | -28.1% |
| 30D | -15.6% | +8.9% | -24.5% | -19.1% |
| 3M | +2.7% | +2.0% | +0.7% | +0.9% |
| 6M | -3.8% | -0.6% | -3.2% | -4.7% |
| YTD | +61.8% | +1.3% | +60.5% | +58.1% |
| 1Y | +71.4% | +1.3% | +70.1% | +67.5% |
| 3Y | -20.7% | +16.3% | -37.0% | -28.7% |
| 5Y | -11.5% | -25.1% | +13.5% | -5.6% |
| 10Y | +10.2% | +121.1% | -110.9% | -27.7% |
| All | +969.4% | +4,171.7% | -3,202.3% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling