+43.0%
EXC vs SU
+348.9%
-306.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.1% | +2.2% | -3.3% | -1.3% |
| 30D | -3.6% | +8.4% | -12.1% | -4.3% |
| 3M | -4.3% | +12.1% | -16.4% | -5.3% |
| 6M | -9.9% | +19.7% | -29.6% | -11.7% |
| YTD | +1.8% | +58.4% | -56.7% | -2.9% |
| 1Y | +2.9% | +67.2% | -64.4% | -2.5% |
| 3Y | +19.1% | +125.0% | -105.9% | +7.9% |
| All | +43.0% | +348.9% | -306.0% | +22.7% |
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