+1,347.9%
SUI vs BG
+1,131.5%
+216.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | -2.8% | +2.8% | -5.6% | -3.5% |
| 30D | -1.2% | +12.0% | -13.2% | -3.9% |
| 3M | -1.7% | -7.7% | +6.0% | -0.3% |
| 6M | -10.5% | +4.5% | -15.0% | -12.1% |
| YTD | -1.8% | +35.7% | -37.5% | -9.8% |
| 1Y | -4.1% | +50.1% | -54.2% | -14.3% |
| 3Y | +11.3% | +12.6% | -1.4% | +5.1% |
| 5Y | -32.1% | +75.4% | -107.5% | -43.9% |
| 10Y | +110.4% | +150.5% | -40.0% | +49.8% |
| All | +1,347.9% | +1,131.5% | +216.4% | +810.9% |
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