+17.3%
SNY vs SUI
-26.4%
+43.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.8% | -1.5% | +4.3% | +3.1% |
| 30D | +21.6% | +3.7% | +17.9% | +20.8% |
| 3M | +10.5% | -0.4% | +10.9% | +10.5% |
| 6M | +14.0% | -2.8% | +16.8% | +14.4% |
| YTD | +5.4% | -1.6% | +7.0% | +5.5% |
| 1Y | -2.5% | -2.1% | -0.4% | -2.3% |
| 3Y | +22.1% | +18.5% | +3.6% | +17.8% |
| All | +17.3% | -26.4% | +43.7% | +21.7% |
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 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