-54.2%
W vs SUI
-26.3%
-27.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.1% |
| 7D | -3.6% | +6.2% | -9.8% | -8.8% |
| 30D | +7.0% | +8.6% | -1.6% | -1.6% |
| 3M | +7.4% | +1.0% | +6.4% | +5.8% |
| 6M | +69.3% | -2.6% | +71.9% | +70.2% |
| YTD | +11.3% | -0.1% | +11.4% | +8.0% |
| 1Y | +13.2% | +0.5% | +12.7% | +9.4% |
| 3Y | +142.0% | +15.3% | +126.8% | +90.1% |
| All | -54.2% | -26.3% | -27.9% | -39.7% |
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