+22.2%
Z vs SUI
+147.9%
-125.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.2% | +4.3% | +6.4% |
| 7D | +10.2% | +10.0% | +0.1% | +4.3% |
| 30D | +23.7% | +8.4% | +15.3% | +18.3% |
| 3M | -6.6% | +0.7% | -7.2% | -6.6% |
| 6M | -23.0% | -0.9% | -22.1% | -22.5% |
| YTD | -50.3% | +0.6% | -51.0% | -50.6% |
| 1Y | -53.6% | +0.8% | -54.3% | -53.9% |
| 3Y | -10.1% | +15.5% | -25.5% | -19.9% |
| 5Y | -49.8% | -25.9% | -23.9% | -42.0% |
| 10Y | -1.6% | +119.5% | -121.1% | -28.0% |
| All | +22.2% | +147.9% | -125.7% | -17.4% |
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