-1.6%
SW vs SUI
-25.7%
+24.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | +4.7% | +8.8% | -4.1% | +2.4% |
| 30D | +5.0% | +8.9% | -3.9% | +2.6% |
| 3M | -7.3% | +2.0% | -9.4% | -7.9% |
| 6M | +15.0% | -0.6% | +15.6% | +14.8% |
| YTD | +18.5% | +1.3% | +17.2% | +18.0% |
| 1Y | +27.1% | +1.3% | +25.9% | +26.5% |
| 3Y | +49.3% | +16.3% | +33.0% | +43.6% |
| 5Y | -1.6% | -25.1% | +23.4% | +2.1% |
| All | -1.6% | -25.7% | +24.0% | +2.1% |
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