+189.0%
B vs SU
+120.3%
+68.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.0% | +1.7% | -6.7% | -5.3% |
| 30D | +8.7% | +9.6% | -0.9% | +6.9% |
| 3M | +17.3% | +11.7% | +5.6% | +14.5% |
| 6M | -5.0% | +21.9% | -27.0% | -11.0% |
| YTD | +1.4% | +58.6% | -57.2% | -12.1% |
| 1Y | +50.5% | +66.5% | -16.0% | +28.3% |
| All | +189.0% | +120.3% | +68.8% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling