+334.5%
RF vs SU
+268.2%
+66.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -0.1% | +1.6% | -1.7% | -0.8% |
| 30D | -4.0% | +10.7% | -14.8% | -8.3% |
| 3M | +5.6% | +13.5% | -7.9% | -0.8% |
| 6M | +13.1% | +21.8% | -8.8% | +1.8% |
| YTD | +13.6% | +58.8% | -45.3% | -9.5% |
| 1Y | +16.0% | +72.0% | -56.1% | -11.1% |
| 3Y | +90.2% | +121.7% | -31.5% | +26.6% |
| 5Y | +87.0% | +350.4% | -263.4% | -17.3% |
| All | +334.5% | +268.2% | +66.3% | +96.4% |
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 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