+291.3%
IR vs SU
+200.3%
+91.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -2.8% | +3.6% | -6.4% | -4.2% |
| 30D | -15.1% | +7.9% | -23.0% | -17.7% |
| 3M | +6.1% | +3.5% | +2.6% | +3.7% |
| 6M | -16.8% | +19.0% | -35.8% | -24.0% |
| YTD | -3.5% | +55.0% | -58.5% | -21.0% |
| 1Y | -3.5% | +71.2% | -74.7% | -24.4% |
| 3Y | +9.5% | +117.4% | -107.9% | -24.0% |
| 5Y | +45.1% | +335.2% | -290.1% | -29.9% |
| All | +291.3% | +200.3% | +91.0% | +103.4% |
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