+3,061.7%
SPY vs SU
+383,499.8%
-380,438.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.5% |
| 7D | -0.4% | +1.6% | -1.9% | -0.4% |
| 30D | -1.4% | +10.7% | -12.1% | -1.4% |
| 3M | +3.7% | +13.5% | -9.8% | +3.7% |
| 6M | +13.0% | +21.8% | -8.8% | +13.0% |
| YTD | +12.4% | +58.8% | -46.5% | +12.3% |
| 1Y | +18.5% | +72.0% | -53.5% | +18.5% |
| 3Y | +77.6% | +121.7% | -44.1% | +77.5% |
| 5Y | +81.7% | +350.4% | -268.7% | +81.4% |
| 10Y | +319.7% | +264.7% | +55.0% | +319.1% |
| All | +3,061.7% | +383,499.8% | -380,438.0% | +3,053.1% |
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