+4.1%
TLT vs SUI
+17.8%
-13.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -0.3% | +3.4% | -3.7% | -0.9% |
| 30D | +3.7% | +4.6% | -0.9% | +2.9% |
| 3M | -0.7% | +1.6% | -2.3% | -1.0% |
| 6M | -4.2% | -3.5% | -0.7% | -3.9% |
| YTD | -4.0% | -1.0% | -3.0% | -4.2% |
| 1Y | -5.8% | -1.7% | -4.1% | -5.9% |
| 3Y | +4.1% | +18.4% | -14.3% | -2.8% |
| All | +4.1% | +17.8% | -13.7% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling