-2.1%
SUI vs COO
-12.3%
+10.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.5% | +0.5% | -1.9% | -1.6% |
| 30D | +3.7% | +14.2% | -10.4% | +1.2% |
| 3M | -0.4% | -18.2% | +17.8% | +3.5% |
| 6M | -2.8% | +5.3% | -8.1% | -4.3% |
| YTD | -1.6% | -23.6% | +22.0% | +2.9% |
| 1Y | -2.1% | -12.7% | +10.6% | -1.5% |
| All | -2.1% | -12.3% | +10.2% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling