+4,145.4%
SUI vs COO
+30,770.7%
-26,625.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +8.8% | +5.3% | +3.5% | +8.1% |
| 30D | +8.9% | +12.5% | -3.6% | +7.3% |
| 3M | +2.0% | -15.1% | +17.2% | +4.0% |
| 6M | -0.6% | +3.7% | -4.3% | -1.4% |
| YTD | +1.3% | -22.5% | +23.9% | +4.3% |
| 1Y | +1.3% | -7.8% | +9.1% | +1.9% |
| 3Y | +16.3% | -24.1% | +40.4% | +19.0% |
| 5Y | -25.1% | -40.1% | +15.0% | -21.3% |
| 10Y | +121.1% | +44.7% | +76.4% | +110.1% |
| All | +4,145.4% | +30,770.7% | -26,625.3% | +2,926.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling