+193.0%
SU vs AG
+439.9%
-246.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -1.0% | +4.5% | -5.4% | -1.8% |
| 30D | +13.7% | +12.9% | +0.8% | +10.7% |
| 3M | +8.0% | +20.9% | -12.9% | +2.8% |
| 6M | +21.0% | -19.5% | +40.5% | +22.4% |
| YTD | +56.2% | +24.8% | +31.5% | +42.3% |
| 1Y | +72.2% | +120.2% | -48.0% | +36.9% |
| 3Y | +118.1% | +279.0% | -160.9% | +44.1% |
| 5Y | +350.3% | +67.9% | +282.4% | +235.7% |
| 10Y | +248.5% | +57.5% | +191.0% | +116.9% |
| All | +193.0% | +439.9% | -246.9% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling