+112.4%
C vs SU
+227.0%
-114.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | +0.2% | -7.9% | +8.0% | +2.2% |
| 3M | -9.3% | +9.2% | -18.5% | -12.1% |
| 6M | -0.8% | +5.5% | -6.3% | -3.4% |
| YTD | +8.5% | +59.5% | -51.0% | -9.0% |
| 1Y | +23.1% | +59.9% | -36.8% | +3.0% |
| 3Y | +220.8% | +130.3% | +90.5% | +133.0% |
| 5Y | +112.4% | +225.3% | -112.9% | +32.7% |
| All | +112.4% | +227.0% | -114.6% | +32.7% |
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