+319.5%
SN vs SUI
+3.1%
+316.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -9.3% | -2.8% | -6.5% | -8.4% |
| 30D | -4.8% | -1.2% | -3.6% | -4.5% |
| 3M | +40.4% | -1.7% | +42.2% | +40.9% |
| 6M | +50.9% | -10.5% | +61.4% | +57.0% |
| YTD | +54.9% | -1.8% | +56.8% | +55.4% |
| 1Y | +43.0% | -4.1% | +47.1% | +44.4% |
| 3Y | +391.8% | +11.3% | +380.6% | +350.5% |
| All | +319.5% | +3.1% | +316.5% | +327.7% |
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