+589.4%
SE vs SU
+177.8%
+411.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -6.1% | +3.6% | -9.7% | -6.9% |
| 30D | -2.5% | +7.9% | -10.3% | -4.4% |
| 3M | +21.7% | +3.5% | +18.2% | +20.0% |
| 6M | +27.0% | +19.0% | +8.0% | +19.8% |
| YTD | -12.1% | +55.0% | -67.1% | -22.9% |
| 1Y | -40.9% | +71.2% | -112.1% | -49.7% |
| 3Y | +191.0% | +117.4% | +73.6% | +129.7% |
| 5Y | -68.3% | +335.2% | -403.4% | -79.2% |
| All | +589.4% | +177.8% | +411.5% | +381.0% |
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