-4.4%
SNY vs SUI
-8.4%
+4.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -3.6% | -4.1% | +0.5% | -2.1% |
| 30D | -1.9% | -3.2% | +1.2% | -0.8% |
| 3M | -2.0% | -8.4% | +6.4% | +1.3% |
| 6M | +2.5% | -14.4% | +16.9% | +7.8% |
| YTD | -7.0% | -5.5% | -1.4% | -5.3% |
| 1Y | -4.4% | -7.3% | +3.0% | -0.2% |
| All | -4.4% | -8.4% | +4.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling