+57.0%
T vs SUI
-27.8%
+84.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +1.6% | -3.8% | +5.5% | +2.8% |
| 30D | -2.9% | +3.9% | -6.9% | -4.0% |
| 3M | -7.5% | +0.2% | -7.7% | -7.7% |
| 6M | -9.9% | -4.2% | -5.7% | -9.0% |
| YTD | -6.4% | -2.5% | -3.9% | -6.2% |
| 1Y | -9.4% | -4.0% | -5.4% | -8.7% |
| 3Y | +64.9% | +16.5% | +48.3% | +55.0% |
| 5Y | +57.0% | -27.2% | +84.2% | +65.6% |
| All | +57.0% | -27.8% | +84.7% | +65.6% |
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