+265.2%
SU vs ALB
+78.3%
+186.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.7% |
| 7D | +2.2% | -6.6% | +8.9% | +3.9% |
| 30D | +8.4% | -8.1% | +16.6% | +10.4% |
| 3M | +12.1% | -25.7% | +37.8% | +19.7% |
| 6M | +19.7% | -29.5% | +49.1% | +27.7% |
| YTD | +58.4% | -16.2% | +74.6% | +59.9% |
| 1Y | +67.2% | +59.2% | +8.0% | +39.8% |
| 3Y | +125.0% | -33.7% | +158.8% | +122.3% |
| 5Y | +355.1% | -48.1% | +403.2% | +357.4% |
| All | +265.2% | +78.3% | +186.9% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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