+8.2%
SNY vs SUI
-33.5%
+41.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -3.6% | -4.3% | +0.6% | -2.9% |
| 30D | -1.4% | -2.1% | +0.7% | -1.1% |
| 3M | -4.2% | -6.1% | +1.9% | -3.2% |
| 6M | +2.0% | -12.8% | +14.7% | +4.2% |
| YTD | -6.7% | -4.6% | -2.0% | -6.0% |
| 1Y | -4.7% | -7.7% | +3.0% | -3.5% |
| 3Y | -8.1% | +10.9% | -19.1% | -10.3% |
| 5Y | +8.2% | -32.4% | +40.6% | +16.0% |
| All | +8.2% | -33.5% | +41.7% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling