+6,037.0%
SO vs SU
+60,758.6%
-54,721.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +1.0% | -1.0% | +2.0% | +1.0% |
| 30D | -3.2% | +13.7% | -16.9% | -3.2% |
| 3M | -1.7% | +8.0% | -9.7% | -1.7% |
| 6M | -7.2% | +21.0% | -28.2% | -7.2% |
| YTD | +4.6% | +56.2% | -51.7% | +4.6% |
| 1Y | +1.2% | +72.2% | -71.0% | +1.2% |
| 3Y | +45.3% | +118.1% | -72.8% | +45.3% |
| 5Y | +58.7% | +350.3% | -291.6% | +58.7% |
| 10Y | +155.9% | +248.5% | -92.6% | +155.8% |
| All | +6,037.0% | +60,758.6% | -54,721.6% | +6,147.4% |
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 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