+117.8%
SUI vs COO
+41.2%
+76.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -0.8% |
| 7D | +6.2% | +4.7% | +1.5% | +4.6% |
| 30D | +8.6% | +13.9% | -5.3% | +3.9% |
| 3M | +1.0% | -14.9% | +15.9% | +6.1% |
| 6M | -2.6% | +2.0% | -4.6% | -4.4% |
| YTD | -0.1% | -23.9% | +23.8% | +8.5% |
| 1Y | +0.5% | -9.6% | +10.1% | +2.3% |
| 3Y | +15.3% | -25.4% | +40.7% | +21.8% |
| 5Y | -26.1% | -41.2% | +15.0% | -16.3% |
| All | +117.8% | +41.2% | +76.6% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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