+67.7%
T vs SUI
-32.0%
+99.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.3% | -2.8% | +1.6% | -0.5% |
| 30D | +11.4% | -1.2% | +12.5% | +11.7% |
| 3M | +14.3% | -1.7% | +16.0% | +14.8% |
| 6M | -9.3% | -10.5% | +1.2% | -6.6% |
| YTD | +7.1% | -1.8% | +8.9% | +7.3% |
| 1Y | -9.1% | -4.1% | -5.0% | -8.3% |
| 3Y | +105.3% | +11.3% | +94.1% | +96.0% |
| All | +67.7% | -32.0% | +99.6% | +80.3% |
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