+119.6%
RF vs SU
+128.7%
-9.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | -0.1% | -10.6% | +10.4% | +2.0% |
| 30D | +7.0% | -6.6% | +13.7% | +8.2% |
| 3M | -7.0% | +12.9% | -20.0% | -10.0% |
| 6M | +6.8% | +6.7% | 0.0% | +4.4% |
| YTD | +9.9% | +55.2% | -45.3% | -5.9% |
| 1Y | +21.1% | +61.5% | -40.4% | +2.1% |
| 3Y | +119.6% | +128.7% | -9.1% | +61.5% |
| All | +119.6% | +128.7% | -9.1% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling