+1,373.1%
SUI vs BG
+928.0%
+445.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | +6.2% | +2.5% | +3.7% | +5.6% |
| 30D | +8.6% | -6.1% | +14.7% | +10.0% |
| 3M | +1.0% | -8.5% | +9.5% | +2.7% |
| 6M | -2.6% | -20.4% | +17.8% | +2.0% |
| YTD | -0.1% | +13.3% | -13.4% | -4.4% |
| 1Y | +0.5% | +7.3% | -6.8% | -2.6% |
| 3Y | +15.3% | +2.6% | +12.7% | +10.9% |
| 5Y | -26.1% | +22.0% | -48.1% | -33.3% |
| 10Y | +117.8% | +91.8% | +26.1% | +65.3% |
| All | +1,373.1% | +928.0% | +445.0% | +864.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling