+2,725.6%
SPY vs SUI
+4,109.4%
-1,383.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -2.7% | +6.2% | -8.9% | -4.7% |
| 30D | -5.4% | +8.6% | -14.0% | -8.3% |
| 3M | -4.1% | +1.0% | -5.1% | -4.8% |
| 6M | +0.7% | -2.6% | +3.3% | +0.8% |
| YTD | +8.7% | -0.1% | +8.8% | +7.6% |
| 1Y | +10.9% | +0.5% | +10.4% | +9.5% |
| 3Y | +75.0% | +15.3% | +59.7% | +61.4% |
| 5Y | +67.8% | -26.1% | +93.9% | +78.4% |
| 10Y | +312.9% | +117.8% | +195.0% | +191.2% |
| All | +2,725.6% | +4,109.4% | -1,383.9% | +754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling