+4.7%
SYK vs SUI
-33.5%
+38.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -11.8% | -4.3% | -7.5% | -10.1% |
| 30D | -20.4% | -2.1% | -18.2% | -19.6% |
| 3M | -12.1% | -6.1% | -6.0% | -9.7% |
| 6M | -24.3% | -12.8% | -11.6% | -20.0% |
| YTD | -21.2% | -4.6% | -16.6% | -19.8% |
| 1Y | -29.2% | -7.7% | -21.5% | -27.0% |
| 3Y | -2.1% | +10.9% | -13.0% | -9.1% |
| 5Y | +4.7% | -32.4% | +37.1% | +28.2% |
| All | +4.7% | -33.5% | +38.2% | +28.2% |
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