+10,653.2%
SU vs ALB
+2,835.3%
+7,817.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.7% |
| 7D | +3.6% | -8.1% | +11.6% | +6.2% |
| 30D | +7.9% | +6.3% | +1.6% | +5.4% |
| 3M | +3.5% | -23.6% | +27.1% | +11.2% |
| 6M | +19.0% | -24.6% | +43.6% | +26.4% |
| YTD | +55.0% | -10.3% | +65.2% | +53.7% |
| 1Y | +71.2% | +61.5% | +9.7% | +37.0% |
| 3Y | +117.4% | -34.0% | +151.4% | +110.1% |
| 5Y | +335.2% | -44.6% | +379.7% | +318.1% |
| 10Y | +248.7% | +76.1% | +172.6% | +98.7% |
| All | +10,653.2% | +2,835.3% | +7,817.9% | +3,589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling