+115.4%
ALL vs SU
+341.5%
-226.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | -3.6% | +9.6% | -13.2% | -4.9% |
| 3M | +13.2% | +11.7% | +1.5% | +11.2% |
| 6M | +22.5% | +21.9% | +0.6% | +18.4% |
| YTD | +22.7% | +58.6% | -35.9% | +13.6% |
| 1Y | +28.3% | +66.5% | -38.2% | +17.7% |
| 3Y | +152.0% | +121.4% | +30.6% | +117.4% |
| 5Y | +115.4% | +355.7% | -240.3% | +65.4% |
| All | +115.4% | +341.5% | -226.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling