+5.2%
LOW vs SU
+348.9%
-343.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -3.7% | +2.2% | -6.0% | -3.9% |
| 30D | -8.9% | +8.4% | -17.3% | -9.4% |
| 3M | -10.4% | +12.1% | -22.5% | -11.3% |
| 6M | -19.4% | +19.7% | -39.1% | -21.3% |
| YTD | -17.1% | +58.4% | -75.5% | -22.0% |
| 1Y | -26.3% | +67.2% | -93.5% | -31.2% |
| 3Y | -9.9% | +125.0% | -134.9% | -19.8% |
| All | +5.2% | +348.9% | -343.7% | -15.4% |
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 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