+1,422.9%
RF vs SU
+60,633.1%
-59,210.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +0.3% | -10.2% | +10.6% | +0.4% |
| 30D | +6.2% | -6.2% | +12.4% | +6.2% |
| 3M | -7.8% | +8.7% | -16.5% | -7.9% |
| 6M | +5.9% | +7.2% | -1.3% | +5.9% |
| YTD | +9.0% | +55.9% | -46.9% | +9.0% |
| 1Y | +19.3% | +60.4% | -41.2% | +19.2% |
| 3Y | +116.4% | +125.2% | -8.7% | +116.2% |
| 5Y | +46.0% | +216.7% | -170.7% | +45.8% |
| 10Y | +239.8% | +223.9% | +15.9% | +239.3% |
| All | +1,422.9% | +60,633.1% | -59,210.2% | +1,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling