+53.4%
T vs SUI
-26.3%
+79.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +1.0% | +6.2% | -5.2% | -0.7% |
| 30D | -10.6% | +8.6% | -19.2% | -12.8% |
| 3M | -7.7% | +1.0% | -8.7% | -8.1% |
| 6M | -13.3% | -2.6% | -10.7% | -12.8% |
| YTD | -8.8% | -0.1% | -8.6% | -9.1% |
| 1Y | -8.4% | +0.5% | -8.9% | -8.9% |
| 3Y | +59.6% | +15.3% | +44.4% | +50.7% |
| All | +53.4% | -26.3% | +79.7% | +61.4% |
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