+11.7%
SPGI vs SUI
-26.3%
+38.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +0.3% | +6.2% | -5.9% | -2.4% |
| 30D | +18.4% | +8.6% | +9.8% | +14.0% |
| 3M | +15.7% | +1.0% | +14.7% | +14.9% |
| 6M | +17.3% | -2.6% | +19.9% | +18.2% |
| YTD | -4.7% | -0.1% | -4.6% | -5.3% |
| 1Y | +1.8% | +0.5% | +1.3% | +0.8% |
| 3Y | +31.7% | +15.3% | +16.4% | +18.4% |
| All | +11.7% | -26.3% | +38.0% | +28.0% |
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