+86.2%
SU vs ALC
+4.2%
+82.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.8% | -11.3% | -4.4% |
| 7D | -7.1% | +10.7% | -17.8% | -7.0% |
| 30D | +4.8% | +20.2% | -15.4% | +4.4% |
| 3M | +12.5% | +8.9% | +3.6% | +12.8% |
| 6M | +6.5% | +5.7% | +0.7% | +7.6% |
| YTD | +65.8% | -1.4% | +67.2% | +66.1% |
| 1Y | +86.2% | +4.7% | +81.4% | +86.3% |
| All | +86.2% | +4.2% | +82.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling