+2,319.4%
SU vs A
+442.2%
+1,877.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.5% |
| 30D | +13.7% | +0.6% | +13.1% | +13.4% |
| 3M | +8.0% | +10.9% | -2.9% | +5.2% |
| 6M | +21.0% | +28.2% | -7.2% | +13.1% |
| YTD | +56.2% | +8.6% | +47.7% | +51.4% |
| 1Y | +72.2% | +15.5% | +56.7% | +64.0% |
| 3Y | +118.1% | +31.8% | +86.3% | +98.0% |
| 5Y | +350.3% | -14.9% | +365.2% | +345.5% |
| 10Y | +248.5% | +237.8% | +10.7% | +152.2% |
| All | +2,319.4% | +442.2% | +1,877.2% | +1,292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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