+42.8%
SO vs SU
+120.3%
-77.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -1.1% | +1.7% | -2.8% | -1.2% |
| 30D | -3.7% | +9.6% | -13.4% | -4.3% |
| 3M | -5.9% | +11.7% | -17.6% | -6.6% |
| 6M | -7.3% | +21.9% | -29.3% | -8.4% |
| YTD | +3.1% | +58.6% | -55.5% | +0.9% |
| 1Y | -1.0% | +66.5% | -67.5% | -3.3% |
| All | +42.8% | +120.3% | -77.4% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling