+153.1%
SO vs SU
+267.2%
-114.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.1% | +2.2% | -3.3% | -1.3% |
| 30D | -5.0% | +8.4% | -13.4% | -5.9% |
| 3M | -5.8% | +12.1% | -17.9% | -7.1% |
| 6M | -7.9% | +19.7% | -27.6% | -10.1% |
| YTD | +2.4% | +58.4% | -56.0% | -3.2% |
| 1Y | -2.3% | +67.2% | -69.5% | -8.3% |
| 3Y | +41.9% | +125.0% | -83.2% | +27.1% |
| 5Y | +58.1% | +355.1% | -297.0% | +27.0% |
| All | +153.1% | +267.2% | -114.1% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling