+7,919.3%
TPR vs SUI
+1,664.7%
+6,254.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.6% | +0.8% |
| 7D | +12.6% | +10.0% | +2.6% | +7.1% |
| 30D | +7.1% | +8.4% | -1.3% | +2.5% |
| 3M | -19.4% | +0.7% | -20.0% | -20.0% |
| 6M | -9.7% | -0.9% | -8.8% | -10.0% |
| YTD | -1.0% | +0.6% | -1.7% | -2.5% |
| 1Y | +19.3% | +0.8% | +18.5% | +17.4% |
| 3Y | +379.0% | +15.5% | +363.5% | +322.5% |
| 5Y | +239.1% | -25.9% | +264.9% | +275.2% |
| 10Y | +364.0% | +119.5% | +244.5% | +180.6% |
| All | +7,919.3% | +1,664.7% | +6,254.6% | +1,103.0% |
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