+91.3%
RF vs SU
+117.9%
-26.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +2.7% | -1.0% | +3.6% | +2.9% |
| 30D | -3.4% | +13.7% | -17.0% | -6.3% |
| 3M | +6.4% | +8.0% | -1.7% | +4.2% |
| 6M | +13.4% | +21.0% | -7.6% | +6.2% |
| YTD | +14.2% | +56.2% | -42.0% | -2.2% |
| 1Y | +15.7% | +72.2% | -56.5% | -4.6% |
| 3Y | +91.3% | +118.1% | -26.7% | +43.4% |
| All | +91.3% | +117.9% | -26.6% | +43.4% |
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 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