-10.5%
SUI vs COO
-15.8%
+5.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -2.8% | -2.2% | -0.6% | -2.4% |
| 30D | -1.2% | -7.0% | +5.8% | +0.2% |
| 3M | -1.7% | +12.2% | -13.9% | -4.0% |
| 6M | -10.5% | -15.1% | +4.6% | -9.2% |
| All | -10.5% | -15.8% | +5.3% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling