+973.1%
SUI vs VYM
+492.8%
+480.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -1.2% | -0.5% | -0.6% | -0.6% |
| 3M | -1.7% | +3.0% | -4.8% | -4.9% |
| 6M | -10.5% | +8.2% | -18.7% | -17.9% |
| YTD | -1.8% | +15.8% | -17.7% | -16.2% |
| 1Y | -4.1% | +20.8% | -24.9% | -21.9% |
| 3Y | +11.3% | +65.3% | -54.0% | -35.6% |
| 5Y | -32.1% | +76.6% | -108.7% | -63.5% |
| 10Y | +110.4% | +203.9% | -93.5% | -42.3% |
| All | +973.1% | +492.8% | +480.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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