+2,562.9%
IBM vs SU
+62,578.4%
-60,015.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | +1.6% | +1.7% | -0.1% | +1.6% |
| 30D | +9.2% | -7.9% | +17.1% | +9.2% |
| 3M | +4.9% | +7.5% | -2.6% | +4.9% |
| 6M | +16.8% | +7.2% | +9.6% | +16.8% |
| YTD | -14.3% | +60.9% | -75.2% | -14.3% |
| 1Y | -16.7% | +63.6% | -80.4% | -16.7% |
| 3Y | +82.2% | +128.9% | -46.6% | +82.2% |
| 5Y | +149.9% | +228.3% | -78.3% | +149.8% |
| 10Y | +142.6% | +240.6% | -98.0% | +142.4% |
| All | +2,562.9% | +62,578.4% | -60,015.5% | +2,647.9% |
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