+43.7%
F vs SU
+360.6%
-316.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.4% |
| 7D | -4.9% | +1.6% | -6.4% | -5.4% |
| 30D | -2.9% | +10.7% | -13.6% | -6.1% |
| 3M | -9.1% | +13.5% | -22.6% | -13.0% |
| 6M | +12.9% | +21.8% | -8.9% | +3.6% |
| YTD | +6.1% | +58.8% | -52.8% | -12.4% |
| 1Y | +22.5% | +72.0% | -49.5% | -2.1% |
| 3Y | +32.1% | +121.7% | -89.7% | -6.5% |
| 5Y | +43.7% | +350.4% | -306.7% | -34.0% |
| All | +43.7% | +360.6% | -316.9% | -34.0% |
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