-33.3%
TLT vs SUI
-32.0%
-1.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.4% | -2.8% | +2.4% | 0.0% |
| 30D | -0.6% | -1.2% | +0.6% | -0.4% |
| 3M | -2.7% | -1.7% | -1.0% | -2.6% |
| 6M | -5.6% | -10.5% | +4.8% | -4.1% |
| YTD | -2.8% | -1.8% | -0.9% | -2.7% |
| 1Y | -1.4% | -4.1% | +2.6% | -1.1% |
| 3Y | -1.6% | +11.3% | -12.8% | -4.4% |
| All | -33.3% | -32.0% | -1.3% | -33.4% |
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