-68.4%
U vs SUI
-26.3%
-42.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.5% |
| 7D | +36.6% | +6.2% | +30.4% | +30.9% |
| 30D | +13.3% | +8.6% | +4.7% | +6.2% |
| 3M | +26.2% | +1.0% | +25.2% | +24.2% |
| 6M | +88.7% | -2.6% | +91.3% | +88.4% |
| YTD | +16.6% | -0.1% | +16.7% | +12.3% |
| 1Y | +29.0% | +0.5% | +28.5% | +23.2% |
| 3Y | +99.5% | +15.3% | +84.2% | +54.2% |
| All | -68.4% | -26.3% | -42.1% | -60.5% |
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