+166.7%
SOXX vs SUI
-26.4%
+193.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.9% |
| 7D | +9.4% | -1.5% | +10.8% | +9.7% |
| 30D | -13.8% | +3.7% | -17.5% | -14.8% |
| 3M | -18.6% | -0.4% | -18.2% | -18.9% |
| 6M | -15.1% | -2.8% | -12.3% | -15.6% |
| YTD | +49.0% | -1.6% | +50.6% | +47.2% |
| 1Y | +55.3% | -2.1% | +57.3% | +53.6% |
| 3Y | +179.0% | +18.5% | +160.5% | +142.9% |
| All | +166.7% | -26.4% | +193.2% | +210.7% |
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