+50.4%
TER vs SUI
-25.7%
+76.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.7% | -15.9% | -15.4% |
| 7D | -28.2% | +8.8% | -37.0% | -29.9% |
| 30D | -50.6% | +8.9% | -59.5% | -52.0% |
| 3M | -45.3% | +2.0% | -47.4% | -46.0% |
| 6M | -40.4% | -0.6% | -39.7% | -41.2% |
| YTD | +10.0% | +1.3% | +8.7% | +7.5% |
| 1Y | +13.6% | +1.3% | +12.4% | +11.0% |
| 3Y | +145.2% | +16.3% | +128.9% | +113.6% |
| 5Y | +50.4% | -25.1% | +75.4% | +78.3% |
| All | +50.4% | -25.7% | +76.0% | +78.3% |
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