+1,044.5%
C vs SU
+62,013.6%
-60,969.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | +0.2% | -7.9% | +8.0% | +0.2% |
| 3M | -9.3% | +9.2% | -18.5% | -9.4% |
| 6M | -0.8% | +5.5% | -6.3% | -0.9% |
| YTD | +8.5% | +59.5% | -51.0% | +8.4% |
| 1Y | +23.1% | +59.9% | -36.8% | +23.0% |
| 3Y | +220.8% | +130.3% | +90.5% | +220.2% |
| 5Y | +112.4% | +225.3% | -112.9% | +111.8% |
| 10Y | +217.9% | +237.5% | -19.6% | +217.0% |
| All | +1,044.5% | +62,013.6% | -60,969.1% | +1,027.1% |
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