+1,642.9%
UL vs SUI
+4,109.4%
-2,466.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.1% |
| 7D | +1.1% | +6.2% | -5.1% | -0.4% |
| 30D | +8.2% | +8.6% | -0.4% | +6.0% |
| 3M | +4.5% | +1.0% | +3.6% | +4.3% |
| 6M | +12.6% | -2.6% | +15.1% | +13.2% |
| YTD | +3.5% | -0.1% | +3.7% | +3.4% |
| 1Y | -0.4% | +0.5% | -0.9% | -0.7% |
| 3Y | +36.0% | +15.3% | +20.7% | +29.2% |
| 5Y | +30.9% | -26.1% | +57.1% | +37.3% |
| 10Y | +97.5% | +117.8% | -20.3% | +53.7% |
| All | +1,642.9% | +4,109.4% | -2,466.5% | +622.5% |
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 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