-24.2%
SUI vs FGI
-70.4%
+46.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.4% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -1.2% | +65.4% | -66.6% | -2.6% |
| 3M | -1.7% | +23.5% | -25.2% | -2.9% |
| 6M | -10.5% | +60.5% | -71.0% | -12.4% |
| YTD | -1.8% | +30.0% | -31.8% | -3.7% |
| 1Y | -4.1% | +82.1% | -86.1% | -7.4% |
| 3Y | +11.3% | -4.4% | +15.6% | +7.7% |
| All | -24.2% | -70.4% | +46.2% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling