+6,206.9%
EW vs SU
+2,402.7%
+3,804.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -3.7% |
| 7D | -4.4% | -1.0% | -3.5% | -4.3% |
| 30D | -3.3% | +13.7% | -17.0% | -5.1% |
| 3M | +1.0% | +8.0% | -7.0% | -0.3% |
| 6M | +6.2% | +21.0% | -14.8% | +2.9% |
| YTD | +1.7% | +56.2% | -54.5% | -5.0% |
| 1Y | +8.1% | +72.2% | -64.1% | -0.5% |
| 3Y | +17.1% | +118.1% | -101.0% | +2.7% |
| 5Y | -29.4% | +350.3% | -379.7% | -45.8% |
| 10Y | +121.7% | +248.5% | -126.7% | +68.3% |
| All | +6,206.9% | +2,402.7% | +3,804.2% | +3,733.7% |
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 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