-66.9%
SE vs SU
+341.5%
-408.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -4.8% | +1.7% | -6.4% | -5.2% |
| 30D | -18.1% | +9.6% | -27.7% | -20.2% |
| 3M | +30.6% | +11.7% | +18.9% | +26.0% |
| 6M | +20.8% | +21.9% | -1.1% | +12.2% |
| YTD | -15.6% | +58.6% | -74.2% | -28.1% |
| 1Y | -44.2% | +66.5% | -110.7% | -53.4% |
| 3Y | +181.5% | +121.4% | +60.1% | +110.1% |
| 5Y | -66.9% | +355.7% | -422.6% | -80.1% |
| All | -66.9% | +341.5% | -408.4% | -80.1% |
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