+331.8%
SPGI vs SUI
+115.7%
+216.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +0.3% | +6.2% | -5.9% | -2.6% |
| 30D | +18.4% | +8.6% | +9.8% | +13.7% |
| 3M | +15.7% | +1.0% | +14.7% | +14.9% |
| 6M | +17.3% | -2.6% | +19.9% | +18.3% |
| YTD | -4.7% | -0.1% | -4.6% | -5.4% |
| 1Y | +1.8% | +0.5% | +1.3% | +0.7% |
| 3Y | +31.7% | +15.3% | +16.4% | +18.5% |
| 5Y | +12.1% | -26.1% | +38.2% | +24.9% |
| All | +331.8% | +115.7% | +216.1% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling