+202.8%
TER vs SUI
-32.0%
+234.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.6% | -2.8% | +3.5% | +1.6% |
| 30D | -8.3% | -1.2% | -7.1% | -8.0% |
| 3M | -12.2% | -1.7% | -10.5% | -12.8% |
| 6M | +17.1% | -10.5% | +27.5% | +20.9% |
| YTD | +84.7% | -1.8% | +86.5% | +83.2% |
| 1Y | +199.9% | -4.1% | +204.0% | +199.4% |
| 3Y | +232.8% | +11.3% | +221.5% | +196.7% |
| All | +202.8% | -32.0% | +234.8% | +258.4% |
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