+108.5%
SUI vs BG
+161.2%
-52.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.4% |
| 7D | -3.1% | +2.4% | -5.5% | -3.6% |
| 30D | -2.3% | +15.0% | -17.3% | -5.4% |
| 3M | -2.8% | -0.7% | -2.2% | -3.0% |
| 6M | -12.4% | +7.5% | -19.9% | -14.4% |
| YTD | -3.3% | +41.6% | -44.9% | -11.6% |
| 1Y | -5.8% | +50.7% | -56.5% | -15.5% |
| 3Y | +12.5% | +20.3% | -7.8% | +5.1% |
| 5Y | -32.9% | +85.2% | -118.1% | -45.2% |
| All | +108.5% | +161.2% | -52.6% | +40.2% |
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