+19.2%
IR vs SU
+6.4%
+12.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.1% |
| 7D | +2.5% | +1.7% | +0.8% | +2.9% |
| 30D | +9.2% | -7.9% | +17.0% | +7.4% |
| 3M | +0.9% | +7.5% | -6.6% | +4.3% |
| 6M | +19.2% | +7.2% | +12.0% | +23.6% |
| All | +19.2% | +6.4% | +12.8% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling