+125.4%
SU vs AG
+260.2%
-134.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.1% |
| 7D | +1.7% | -5.8% | +7.5% | +1.9% |
| 30D | +9.6% | +6.4% | +3.3% | +9.2% |
| 3M | +11.7% | +28.4% | -16.6% | +9.9% |
| 6M | +21.9% | -24.5% | +46.4% | +23.7% |
| YTD | +58.6% | +21.2% | +37.5% | +54.0% |
| 1Y | +66.5% | +114.1% | -47.6% | +51.8% |
| All | +125.4% | +260.2% | -134.9% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling