-39.0%
U vs SUI
+1.1%
-40.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -3.8% | -2.8% | -1.0% | -1.9% |
| 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% | +117.5% |
| YTD | -5.7% | -1.8% | -3.8% | -7.1% |
| 1Y | +3.7% | -4.1% | +7.8% | +3.3% |
| 3Y | +12.3% | +11.3% | +1.1% | -6.6% |
| 5Y | -68.8% | -32.1% | -36.7% | -62.3% |
| All | -39.0% | +1.1% | -40.1% | -38.3% |
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