+125.7%
SU vs ALB
-29.2%
+154.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.0% |
| 7D | +1.6% | -8.6% | +10.2% | +2.6% |
| 30D | +10.7% | -4.0% | +14.8% | +11.2% |
| 3M | +13.5% | -17.4% | +30.9% | +15.7% |
| 6M | +21.8% | -25.4% | +47.2% | +25.1% |
| YTD | +58.8% | -10.5% | +69.4% | +58.6% |
| 1Y | +72.0% | +75.8% | -3.8% | +55.6% |
| All | +125.7% | -29.2% | +154.9% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling