-48.1%
SMR vs SUI
-21.7%
-26.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +2.8% |
| 7D | -2.8% | +3.4% | -6.2% | -3.2% |
| 30D | -27.5% | +4.6% | -32.1% | -28.1% |
| 3M | -43.1% | +1.6% | -44.7% | -43.4% |
| 6M | -58.4% | -3.5% | -54.9% | -58.4% |
| YTD | -63.2% | -1.0% | -62.2% | -63.4% |
| 1Y | -81.6% | -1.7% | -79.9% | -81.7% |
| 3Y | +149.8% | +18.4% | +131.4% | +130.3% |
| All | -48.1% | -21.7% | -26.4% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling