-8.2%
EW vs SU
+230.1%
-238.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | +4.9% | +1.7% | +3.2% | +4.9% |
| 30D | +23.9% | -7.9% | +31.8% | +24.1% |
| 3M | +15.8% | +7.5% | +8.2% | +15.2% |
| 6M | +31.7% | +7.2% | +24.4% | +31.0% |
| YTD | +25.7% | +60.9% | -35.2% | +22.1% |
| 1Y | +24.4% | +63.6% | -39.2% | +20.8% |
| 3Y | +65.9% | +128.9% | -63.0% | +56.2% |
| All | -8.2% | +230.1% | -238.2% | -21.5% |
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 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