-25.6%
SUI vs COO
-40.4%
+14.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.5% | +0.5% | -1.9% | -1.6% |
| 30D | +3.7% | +14.2% | -10.4% | -0.6% |
| 3M | -0.4% | -18.2% | +17.8% | +6.0% |
| 6M | -2.8% | +5.3% | -8.1% | -5.6% |
| YTD | -1.6% | -23.6% | +22.0% | +6.6% |
| 1Y | -2.1% | -12.7% | +10.6% | +0.9% |
| 3Y | +18.5% | -24.2% | +42.7% | +23.2% |
| All | -25.6% | -40.4% | +14.7% | -16.9% |
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