+265.2%
SU vs AG
+68.4%
+196.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | +2.2% | -6.7% | +9.0% | +3.0% |
| 30D | +8.4% | +2.2% | +6.3% | +8.0% |
| 3M | +12.1% | +15.7% | -3.6% | +9.6% |
| 6M | +19.7% | -23.8% | +43.5% | +21.5% |
| YTD | +58.4% | +17.6% | +40.8% | +51.1% |
| 1Y | +67.2% | +88.6% | -21.4% | +48.7% |
| 3Y | +125.0% | +253.4% | -128.4% | +76.7% |
| 5Y | +355.1% | +62.4% | +292.6% | +283.3% |
| All | +265.2% | +68.4% | +196.8% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling