+3,035.9%
SO vs SUI
+4,037.5%
-1,001.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.2% | -2.8% | +2.7% | +0.5% |
| 30D | -4.6% | -1.2% | -3.4% | -4.3% |
| 3M | -3.0% | -1.7% | -1.3% | -2.7% |
| 6M | -8.3% | -10.5% | +2.2% | -5.8% |
| YTD | +3.5% | -1.8% | +5.4% | +3.8% |
| 1Y | -0.9% | -4.1% | +3.2% | -0.2% |
| 3Y | +45.4% | +11.3% | +34.1% | +40.0% |
| 5Y | +59.6% | -32.1% | +91.7% | +71.1% |
| 10Y | +156.6% | +110.4% | +46.2% | +117.0% |
| All | +3,035.9% | +4,037.5% | -1,001.6% | +1,628.3% |
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