-54.0%
W vs SUI
-25.7%
-28.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.7% | -8.9% | -8.9% |
| 7D | -5.6% | +8.8% | -14.4% | -12.7% |
| 30D | +7.5% | +8.9% | -1.4% | -1.4% |
| 3M | +5.4% | +2.0% | +3.4% | +2.9% |
| 6M | +79.4% | -0.6% | +80.0% | +77.0% |
| YTD | +12.9% | +1.3% | +11.6% | +8.1% |
| 1Y | +12.4% | +1.3% | +11.2% | +7.9% |
| 3Y | +128.5% | +16.3% | +112.2% | +78.3% |
| 5Y | -54.0% | -25.1% | -28.9% | -40.1% |
| All | -54.0% | -25.7% | -28.3% | -40.1% |
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