+543.0%
XYZ vs SUI
+166.5%
+376.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.5% |
| 7D | +9.2% | +8.8% | +0.4% | +3.7% |
| 30D | +9.8% | +8.9% | +0.9% | +3.8% |
| 3M | -0.2% | +2.0% | -2.2% | -1.6% |
| 6M | +18.0% | -0.6% | +18.6% | +17.3% |
| YTD | +29.1% | +1.3% | +27.8% | +26.5% |
| 1Y | +14.1% | +1.3% | +12.8% | +11.5% |
| 3Y | +72.6% | +16.3% | +56.4% | +46.9% |
| 5Y | -64.6% | -25.1% | -39.5% | -58.6% |
| 10Y | +590.0% | +121.1% | +468.9% | +416.8% |
| All | +543.0% | +166.5% | +376.5% | +370.4% |
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