+78.0%
SPG vs SUI
-26.3%
+104.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.6% |
| 7D | +4.9% | +6.2% | -1.3% | +1.6% |
| 30D | +15.6% | +8.6% | +7.0% | +10.5% |
| 3M | +4.1% | +1.0% | +3.1% | +3.2% |
| 6M | +13.6% | -2.6% | +16.2% | +14.5% |
| YTD | +27.5% | -0.1% | +27.7% | +26.6% |
| 1Y | +32.2% | +0.5% | +31.8% | +30.8% |
| 3Y | +126.0% | +15.3% | +110.8% | +102.2% |
| All | +78.0% | -26.3% | +104.3% | +108.8% |
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