+163.4%
B vs SU
+342.1%
-178.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +1.0% | +1.6% | -0.5% | +0.8% |
| 30D | +9.5% | +10.7% | -1.2% | +7.4% |
| 3M | +14.3% | +13.5% | +0.8% | +11.1% |
| 6M | -1.9% | +21.8% | -23.7% | -7.0% |
| YTD | +4.1% | +58.8% | -54.8% | -7.1% |
| 1Y | +56.1% | +72.0% | -15.9% | +36.7% |
| 3Y | +202.0% | +121.7% | +80.3% | +147.2% |
| All | +163.4% | +342.1% | -178.7% | +114.7% |
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