-18.4%
Z vs SUI
+16.8%
-35.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.7% | -11.3% | -11.0% |
| 7D | -2.3% | +8.8% | -11.0% | -6.3% |
| 30D | +9.4% | +8.9% | +0.4% | +5.0% |
| 3M | -16.1% | +2.0% | -18.1% | -16.9% |
| 6M | -30.4% | -0.6% | -29.8% | -30.5% |
| YTD | -55.6% | +1.3% | -56.9% | -56.1% |
| 1Y | -58.5% | +1.3% | -59.8% | -59.0% |
| All | -18.4% | +16.8% | -35.2% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling