+0.7%
SUI vs ABCL
-81.3%
+81.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -1.2% | +93.1% | -94.2% | -5.6% |
| 3M | -1.7% | +79.4% | -81.2% | -6.1% |
| 6M | -10.5% | +214.9% | -225.3% | -18.1% |
| YTD | -1.8% | +234.2% | -236.0% | -11.0% |
| 1Y | -4.1% | +174.8% | -178.8% | -12.4% |
| 3Y | +11.3% | +104.5% | -93.2% | +0.6% |
| 5Y | -32.1% | -39.0% | +6.9% | -37.1% |
| All | +0.7% | -81.3% | +81.9% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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