+231.7%
RF vs SU
+232.2%
-0.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.0% |
| 7D | -1.3% | -4.3% | +2.9% | +0.4% |
| 30D | +4.6% | -6.2% | +10.8% | +7.0% |
| 3M | -8.4% | +9.7% | -18.1% | -12.7% |
| 6M | +8.9% | +7.3% | +1.6% | +3.8% |
| YTD | +8.8% | +58.7% | -49.9% | -13.9% |
| 1Y | +18.9% | +59.7% | -40.8% | -6.3% |
| 3Y | +116.0% | +129.2% | -13.2% | +40.7% |
| 5Y | +46.0% | +223.7% | -177.6% | -23.8% |
| 10Y | +231.7% | +235.9% | -4.2% | +51.6% |
| All | +231.7% | +232.2% | -0.4% | +51.6% |
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