-20.8%
TGT vs SUI
-32.0%
+11.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.8% | -2.8% | +3.6% | +2.0% |
| 30D | +12.2% | -1.2% | +13.4% | +12.6% |
| 3M | +33.8% | -1.7% | +35.5% | +34.4% |
| 6M | +39.3% | -10.5% | +49.8% | +45.5% |
| YTD | +72.9% | -1.8% | +74.7% | +73.2% |
| 1Y | +84.6% | -4.1% | +88.6% | +86.5% |
| 3Y | +46.2% | +11.3% | +35.0% | +34.3% |
| All | -20.8% | -32.0% | +11.1% | -7.2% |
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