+24.7%
Z vs SUI
+141.8%
-117.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -3.0% | -2.8% | -0.2% | -1.4% |
| 30D | -4.2% | -1.2% | -3.0% | -3.6% |
| 3M | -3.7% | -1.7% | -2.0% | -2.9% |
| 6M | -24.5% | -10.5% | -14.0% | -19.8% |
| YTD | -49.3% | -1.8% | -47.5% | -49.1% |
| 1Y | -58.7% | -4.1% | -54.6% | -57.9% |
| 3Y | -34.1% | +11.3% | -45.4% | -40.5% |
| 5Y | -64.5% | -32.1% | -32.4% | -57.1% |
| 10Y | -0.5% | +110.4% | -110.9% | -25.9% |
| All | +24.7% | +141.8% | -117.1% | -14.8% |
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 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