+6,354.3%
SO vs SU
+62,578.4%
-56,224.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | +1.4% | +1.7% | -0.4% | +1.4% |
| 30D | +4.7% | -7.9% | +12.6% | +4.7% |
| 3M | +1.7% | +7.5% | -5.9% | +1.7% |
| 6M | +2.2% | +7.2% | -5.1% | +2.2% |
| YTD | +10.0% | +60.9% | -51.0% | +10.0% |
| 1Y | +6.0% | +63.6% | -57.6% | +6.0% |
| 3Y | +54.1% | +128.9% | -74.8% | +54.1% |
| 5Y | +79.6% | +228.3% | -148.6% | +79.6% |
| 10Y | +195.5% | +240.6% | -45.1% | +195.5% |
| All | +6,354.3% | +62,578.4% | -56,224.1% | +6,470.3% |
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