+1,595.4%
UL vs SUI
+4,037.5%
-2,442.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -1.3% | -2.8% | +1.5% | -0.6% |
| 30D | +0.5% | -1.2% | +1.7% | +0.8% |
| 3M | +17.6% | -1.7% | +19.3% | +18.1% |
| 6M | -5.4% | -10.5% | +5.1% | -2.7% |
| YTD | +0.7% | -1.8% | +2.5% | +1.1% |
| 1Y | -9.3% | -4.1% | -5.2% | -8.5% |
| 3Y | +24.5% | +11.3% | +13.3% | +19.2% |
| 5Y | +23.2% | -32.1% | +55.3% | +32.0% |
| 10Y | +64.5% | +110.4% | -46.0% | +29.0% |
| All | +1,595.4% | +4,037.5% | -2,442.2% | +605.9% |
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