-12.6%
TLT vs SUI
+123.0%
-135.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | -3.1% | -1.5% | -1.6% | -3.0% |
| 30D | +1.0% | +3.7% | -2.7% | +0.8% |
| 3M | -2.7% | -0.4% | -2.3% | -2.7% |
| 6M | -4.1% | -2.8% | -1.4% | -4.1% |
| YTD | -5.4% | -1.6% | -3.7% | -5.4% |
| 1Y | -7.0% | -2.1% | -5.0% | -7.0% |
| 3Y | +2.8% | +18.5% | -15.6% | +1.9% |
| 5Y | -35.4% | -26.5% | -8.8% | -36.2% |
| All | -12.6% | +123.0% | -135.6% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling