+163.6%
W vs SUI
+240.3%
-76.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.8% |
| 7D | -4.2% | -2.8% | -1.3% | -2.2% |
| 30D | -7.6% | -1.2% | -6.4% | -6.8% |
| 3M | +37.2% | -1.7% | +38.9% | +37.5% |
| 6M | +26.3% | -10.5% | +36.8% | +35.1% |
| YTD | -1.0% | -1.8% | +0.9% | -1.3% |
| 1Y | +20.1% | -4.1% | +24.2% | +21.6% |
| 3Y | +37.8% | +11.3% | +26.5% | +24.2% |
| 5Y | -63.7% | -32.1% | -31.5% | -54.1% |
| 10Y | +156.3% | +110.4% | +45.9% | +98.2% |
| All | +163.6% | +240.3% | -76.7% | +43.1% |
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 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