+201.8%
SU vs AG
+255.2%
-53.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +1.7% | -10.0% | +11.7% | +3.6% |
| 30D | -7.9% | -10.5% | +2.6% | -6.5% |
| 3M | +7.5% | -27.3% | +34.8% | +12.7% |
| 6M | +7.2% | -43.0% | +50.2% | +15.9% |
| YTD | +60.9% | -17.9% | +78.8% | +57.1% |
| 1Y | +63.6% | +11.9% | +51.7% | +49.1% |
| 3Y | +128.9% | +201.8% | -72.9% | +57.1% |
| 5Y | +228.3% | -0.1% | +228.3% | +168.6% |
| 10Y | +240.6% | +72.7% | +167.8% | +102.4% |
| All | +201.8% | +255.2% | -53.4% | -22.6% |
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