+273.7%
IR vs SU
+207.0%
+66.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.5% | +2.2% | -6.7% | -5.3% |
| 30D | -13.9% | +8.4% | -22.4% | -16.7% |
| 3M | -0.3% | +12.1% | -12.4% | -5.4% |
| 6M | -14.3% | +19.7% | -34.0% | -21.9% |
| YTD | -7.9% | +58.4% | -66.3% | -25.2% |
| 1Y | -9.9% | +67.2% | -77.1% | -28.6% |
| 3Y | +6.5% | +125.0% | -118.5% | -27.0% |
| 5Y | +34.0% | +355.1% | -321.0% | -36.5% |
| All | +273.7% | +207.0% | +66.7% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling