+54.6%
TER vs SUI
-26.3%
+80.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.9% |
| 7D | -20.5% | +6.2% | -26.7% | -21.9% |
| 30D | -47.0% | +8.6% | -55.6% | -48.6% |
| 3M | -43.3% | +1.0% | -44.3% | -43.8% |
| 6M | -42.9% | -2.6% | -40.3% | -43.4% |
| YTD | +12.9% | -0.1% | +13.0% | +10.7% |
| 1Y | +18.2% | +0.5% | +17.7% | +15.5% |
| 3Y | +151.8% | +15.3% | +136.5% | +119.4% |
| All | +54.6% | -26.3% | +80.9% | +84.0% |
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