+12.7%
EW vs SU
+120.0%
-107.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.8% |
| 7D | -6.2% | +2.2% | -8.4% | -6.1% |
| 30D | -9.3% | +8.4% | -17.8% | -9.1% |
| 3M | -1.6% | +12.1% | -13.7% | -1.2% |
| 6M | -0.8% | +19.7% | -20.5% | -0.4% |
| YTD | -1.0% | +58.4% | -59.4% | -0.2% |
| 1Y | +8.2% | +67.2% | -59.1% | +9.2% |
| 3Y | +12.7% | +125.0% | -112.3% | +15.5% |
| All | +12.7% | +120.0% | -107.3% | +15.5% |
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