+123.3%
SUI vs BG
+95.6%
+27.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +3.4% | +5.0% | -1.5% | +2.4% |
| 30D | +4.6% | -3.2% | +7.8% | +5.2% |
| 3M | +1.6% | -11.2% | +12.8% | +3.9% |
| 6M | -3.5% | -19.4% | +16.0% | +0.5% |
| YTD | -1.0% | +13.6% | -14.6% | -5.4% |
| 1Y | -1.7% | +7.3% | -9.0% | -4.8% |
| 3Y | +18.4% | +3.8% | +14.6% | +13.6% |
| 5Y | -26.3% | +23.2% | -49.5% | -33.9% |
| 10Y | +123.3% | +97.9% | +25.4% | +55.7% |
| All | +123.3% | +95.6% | +27.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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