-16.1%
Z vs SUI
+115.7%
-131.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.6% |
| 7D | -4.6% | +6.2% | -10.8% | -7.8% |
| 30D | +8.3% | +8.6% | -0.3% | +3.4% |
| 3M | -11.6% | +1.0% | -12.6% | -11.9% |
| 6M | -33.6% | -2.6% | -31.0% | -32.6% |
| YTD | -56.7% | -0.1% | -56.6% | -56.8% |
| 1Y | -59.1% | +0.5% | -59.6% | -59.4% |
| 3Y | -20.4% | +15.3% | -35.6% | -29.3% |
| 5Y | -55.3% | -26.1% | -29.1% | -48.0% |
| All | -16.1% | +115.7% | -131.8% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling