+3,834.6%
ALL vs SU
+388,501.6%
-384,667.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.4% |
| 7D | +5.0% | +1.7% | +3.3% | +5.0% |
| 30D | +13.3% | -7.9% | +21.2% | +13.3% |
| 3M | +3.2% | +7.5% | -4.4% | +3.2% |
| 6M | +25.3% | +7.2% | +18.1% | +25.3% |
| YTD | +30.5% | +60.9% | -30.5% | +30.4% |
| 1Y | +29.2% | +63.6% | -34.4% | +29.1% |
| 3Y | +119.1% | +128.9% | -9.8% | +118.9% |
| 5Y | +162.6% | +228.3% | -65.6% | +162.3% |
| 10Y | +378.8% | +240.6% | +138.2% | +378.0% |
| All | +3,834.6% | +388,501.6% | -384,667.0% | +3,809.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling