-63.9%
XYZ vs SUI
-26.3%
-37.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.8% |
| 7D | +12.1% | +6.2% | +5.9% | +7.7% |
| 30D | +12.4% | +8.6% | +3.8% | +5.8% |
| 3M | +8.2% | +1.0% | +7.2% | +7.1% |
| 6M | +20.7% | -2.6% | +23.3% | +21.6% |
| YTD | +31.3% | -0.1% | +31.5% | +29.5% |
| 1Y | +20.5% | +0.5% | +20.0% | +17.9% |
| 3Y | +72.6% | +15.3% | +57.4% | +39.2% |
| All | -63.9% | -26.3% | -37.6% | -52.2% |
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 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