+123.3%
SUI vs SPY
+304.1%
-180.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -2.2% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | +4.6% | -3.7% | +8.3% | +7.0% |
| 3M | +1.6% | -2.7% | +4.3% | +3.2% |
| 6M | -3.5% | +2.2% | -5.6% | -5.7% |
| YTD | -1.0% | +10.8% | -11.8% | -8.8% |
| 1Y | -1.7% | +11.2% | -13.0% | -9.8% |
| 3Y | +18.4% | +76.5% | -58.1% | -24.3% |
| 5Y | -26.3% | +72.9% | -99.3% | -52.5% |
| 10Y | +123.3% | +304.8% | -181.5% | -14.9% |
| All | +123.3% | +304.1% | -180.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling