-68.9%
XYZ vs SUI
-32.0%
-36.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.0% | -2.8% | +1.9% | +1.0% |
| 30D | -1.7% | -1.2% | -0.5% | -0.9% |
| 3M | +16.7% | -1.7% | +18.5% | +17.3% |
| 6M | +26.9% | -10.5% | +37.3% | +36.2% |
| YTD | +27.1% | -1.8% | +29.0% | +27.2% |
| 1Y | +9.3% | -4.1% | +13.3% | +10.4% |
| 3Y | +42.3% | +11.3% | +31.0% | +18.6% |
| All | -68.9% | -32.0% | -36.9% | -58.6% |
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