+56.5%
SMR vs SUI
+12.1%
+44.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +4.4% | -2.8% | +7.2% | +4.7% |
| 30D | +3.4% | -1.2% | +4.6% | +3.6% |
| 3M | -19.2% | -1.7% | -17.4% | -19.5% |
| 6M | -22.6% | -10.5% | -12.2% | -21.3% |
| YTD | -31.5% | -1.8% | -29.7% | -31.7% |
| 1Y | -73.1% | -4.1% | -69.0% | -73.0% |
| All | +56.5% | +12.1% | +44.4% | +32.5% |
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