+355.7%
SU vs AG
+64.4%
+291.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.4% |
| 7D | +1.7% | -5.8% | +7.5% | +2.3% |
| 30D | +9.6% | +6.4% | +3.3% | +8.7% |
| 3M | +11.7% | +28.4% | -16.6% | +8.1% |
| 6M | +21.9% | -24.5% | +46.4% | +24.3% |
| YTD | +58.6% | +21.2% | +37.5% | +50.3% |
| 1Y | +66.5% | +114.1% | -47.6% | +43.1% |
| 3Y | +121.4% | +268.0% | -146.6% | +64.8% |
| 5Y | +355.7% | +67.3% | +288.4% | +299.2% |
| All | +355.7% | +64.4% | +291.3% | +299.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling