+128.9%
SU vs ALB
-14.4%
+143.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +1.7% | -5.8% | +7.5% | +2.4% |
| 30D | -7.9% | -4.5% | -3.3% | -7.5% |
| 3M | +7.5% | -28.1% | +35.6% | +11.4% |
| 6M | +7.2% | -53.2% | +60.4% | +16.9% |
| YTD | +60.9% | -33.3% | +94.2% | +65.8% |
| 1Y | +63.6% | -17.4% | +81.1% | +63.2% |
| 3Y | +128.9% | -14.1% | +143.0% | +108.9% |
| All | +128.9% | -14.4% | +143.3% | +108.9% |
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