+200.6%
W vs SUI
+251.3%
-50.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.7% | -8.9% | -8.7% |
| 7D | -5.6% | +8.8% | -14.4% | -11.0% |
| 30D | +7.5% | +8.9% | -1.4% | +0.9% |
| 3M | +5.4% | +2.0% | +3.4% | +3.6% |
| 6M | +79.4% | -0.6% | +80.0% | +78.0% |
| YTD | +12.9% | +1.3% | +11.6% | +9.8% |
| 1Y | +12.4% | +1.3% | +11.2% | +9.6% |
| 3Y | +128.5% | +16.3% | +112.2% | +99.0% |
| 5Y | -54.0% | -25.1% | -28.9% | -45.1% |
| 10Y | +248.8% | +121.1% | +127.7% | +161.3% |
| All | +200.6% | +251.3% | -50.7% | +59.2% |
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