+67.5%
SU vs ALC
-14.0%
+81.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | +1.7% | -7.7% | +9.3% | +2.1% |
| 30D | +9.6% | -11.7% | +21.3% | +10.3% |
| 3M | +11.7% | +0.7% | +11.1% | +11.6% |
| 6M | +21.9% | -17.1% | +39.0% | +22.1% |
| YTD | +58.6% | -15.1% | +73.8% | +58.9% |
| All | +67.5% | -14.0% | +81.5% | +66.4% |
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