+1,514.2%
RF vs SU
+60,256.6%
-58,742.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.3% | +3.6% | -2.3% | +1.3% |
| 30D | -3.6% | +7.9% | -11.5% | -3.6% |
| 3M | +8.1% | +3.5% | +4.6% | +8.1% |
| 6M | +11.5% | +19.0% | -7.5% | +11.4% |
| YTD | +15.6% | +55.0% | -39.4% | +15.5% |
| 1Y | +15.7% | +71.2% | -55.5% | +15.6% |
| 3Y | +86.9% | +117.4% | -30.5% | +86.7% |
| 5Y | +89.8% | +335.2% | -245.3% | +89.5% |
| 10Y | +344.7% | +248.7% | +95.9% | +344.0% |
| All | +1,514.2% | +60,256.6% | -58,742.4% | +1,530.7% |
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