-25.1%
SUI vs COO
-39.4%
+14.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | +8.8% | +5.3% | +3.5% | +7.0% |
| 30D | +8.9% | +12.5% | -3.6% | +4.8% |
| 3M | +2.0% | -15.1% | +17.2% | +7.1% |
| 6M | -0.6% | +3.7% | -4.3% | -3.0% |
| YTD | +1.3% | -22.5% | +23.9% | +9.2% |
| 1Y | +1.3% | -7.8% | +9.1% | +2.3% |
| 3Y | +16.3% | -24.1% | +40.4% | +21.1% |
| 5Y | -25.1% | -40.1% | +15.0% | -17.5% |
| All | -25.1% | -39.4% | +14.4% | -17.5% |
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 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