-21.7%
SUI vs FGI
-70.3%
+48.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +8.8% | -11.6% | +20.4% | +8.9% |
| 30D | +8.9% | -3.3% | +12.2% | +8.9% |
| 3M | +2.0% | +65.6% | -63.5% | +0.5% |
| 6M | -0.6% | -2.8% | +2.1% | -1.6% |
| YTD | +1.3% | +30.1% | -28.8% | -0.6% |
| 1Y | +1.3% | +50.2% | -48.9% | -1.2% |
| 3Y | +16.3% | -0.4% | +16.7% | +12.4% |
| All | -21.7% | -70.3% | +48.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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