+13.2%
SPGI vs SUI
-25.7%
+38.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | +2.6% | +8.8% | -6.2% | -1.2% |
| 30D | +19.3% | +8.9% | +10.3% | +14.7% |
| 3M | +15.5% | +2.0% | +13.4% | +14.2% |
| 6M | +18.3% | -0.6% | +19.0% | +18.3% |
| YTD | -3.8% | +1.3% | -5.1% | -5.0% |
| 1Y | +1.3% | +1.3% | +0.1% | 0.0% |
| 3Y | +33.6% | +16.3% | +17.3% | +19.7% |
| 5Y | +13.2% | -25.1% | +38.2% | +28.8% |
| All | +13.2% | -25.7% | +38.9% | +28.8% |
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