-27.2%
SUI vs COO
-39.4%
+12.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | -3.8% | -2.1% | -1.7% | -3.2% |
| 30D | +3.9% | +13.9% | -10.0% | -0.4% |
| 3M | +0.2% | -18.9% | +19.2% | +6.9% |
| 6M | -4.2% | +3.7% | -7.9% | -6.5% |
| YTD | -2.5% | -24.1% | +21.6% | +5.9% |
| 1Y | -4.0% | -14.2% | +10.2% | -0.5% |
| 3Y | +16.5% | -24.5% | +41.0% | +21.2% |
| 5Y | -27.2% | -40.4% | +13.2% | -18.4% |
| All | -27.2% | -39.4% | +12.2% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling