+355.7%
SU vs ACM
-0.5%
+356.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.4% |
| 7D | +1.7% | -5.9% | +7.6% | +3.4% |
| 30D | +9.6% | -6.2% | +15.8% | +11.2% |
| 3M | +11.7% | -7.9% | +19.6% | +13.0% |
| 6M | +21.9% | -30.6% | +52.5% | +35.3% |
| YTD | +58.6% | -33.3% | +91.9% | +76.9% |
| 1Y | +66.5% | -49.2% | +115.7% | +107.4% |
| 3Y | +121.4% | -23.5% | +144.9% | +117.4% |
| 5Y | +355.7% | +0.9% | +354.8% | +280.1% |
| All | +355.7% | -0.5% | +356.2% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling