-2.3%
SW vs SUI
-32.0%
+29.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -5.1% | -2.8% | -2.3% | -4.4% |
| 30D | -4.6% | -1.2% | -3.4% | -4.3% |
| 3M | +9.4% | -1.7% | +11.1% | +9.7% |
| 6M | +3.5% | -10.5% | +14.0% | +6.2% |
| YTD | +22.0% | -1.8% | +23.9% | +22.6% |
| 1Y | +2.2% | -4.1% | +6.3% | +3.1% |
| 3Y | +19.6% | +11.3% | +8.3% | +16.3% |
| All | -2.3% | -32.0% | +29.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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