+4,012.0%
SUI vs COO
+33,726.0%
-29,714.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -2.8% | -2.2% | -0.6% | -2.6% |
| 30D | -1.2% | -7.0% | +5.8% | -0.3% |
| 3M | -1.7% | +12.2% | -13.9% | -3.3% |
| 6M | -10.5% | -15.1% | +4.6% | -8.7% |
| YTD | -1.8% | -15.1% | +13.3% | 0.0% |
| 1Y | -4.1% | +2.3% | -6.4% | -4.7% |
| 3Y | +11.3% | -23.7% | +34.9% | +13.9% |
| 5Y | -32.1% | -38.9% | +6.8% | -28.9% |
| 10Y | +110.4% | +49.9% | +60.5% | +99.1% |
| All | +4,012.0% | +33,726.0% | -29,714.1% | +2,802.2% |
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 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