-69.4%
U vs SUI
-32.0%
-37.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -3.8% | -2.8% | -1.0% | -1.8% |
| 30D | +17.5% | -1.2% | +18.6% | +18.2% |
| 3M | +38.7% | -1.7% | +40.5% | +39.0% |
| 6M | +104.4% | -10.5% | +114.9% | +118.3% |
| YTD | -5.7% | -1.8% | -3.8% | -7.3% |
| 1Y | +3.7% | -4.1% | +7.8% | +3.2% |
| 3Y | +12.3% | +11.3% | +1.1% | -9.4% |
| All | -69.4% | -32.0% | -37.4% | -62.0% |
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 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