+131.2%
TLT vs SUI
+1,147.9%
-1,016.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.4% | -2.8% | +2.4% | -0.5% |
| 30D | -0.6% | -1.2% | +0.6% | -0.6% |
| 3M | -2.7% | -1.7% | -1.0% | -2.8% |
| 6M | -5.6% | -10.5% | +4.8% | -6.0% |
| YTD | -2.8% | -1.8% | -0.9% | -2.8% |
| 1Y | -1.4% | -4.1% | +2.6% | -1.5% |
| 3Y | -1.6% | +11.3% | -12.8% | -0.8% |
| 5Y | -33.8% | -32.1% | -1.7% | -35.4% |
| 10Y | -21.1% | +110.4% | -131.6% | -14.6% |
| All | +131.2% | +1,147.9% | -1,016.7% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling