+87.0%
RF vs SU
+360.6%
-273.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -0.1% | +1.6% | -1.7% | -0.6% |
| 30D | -4.0% | +10.7% | -14.8% | -7.0% |
| 3M | +5.6% | +13.5% | -7.9% | +1.1% |
| 6M | +13.1% | +21.8% | -8.8% | +4.9% |
| YTD | +13.6% | +58.8% | -45.3% | -4.1% |
| 1Y | +16.0% | +72.0% | -56.1% | -4.9% |
| 3Y | +90.2% | +121.7% | -31.5% | +40.4% |
| 5Y | +87.0% | +350.4% | -263.4% | -0.1% |
| All | +87.0% | +360.6% | -273.6% | -0.1% |
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