+128.9%
SU vs ALC
+4.4%
+124.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.6% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | -7.9% | +16.0% | -23.9% | -9.8% |
| 3M | +7.5% | +0.8% | +6.7% | +7.4% |
| 6M | +7.2% | +16.8% | -9.6% | +4.5% |
| YTD | +60.9% | -5.5% | +66.4% | +61.6% |
| 1Y | +63.6% | -5.3% | +68.9% | +64.1% |
| 3Y | +128.9% | +4.1% | +124.8% | +122.2% |
| All | +128.9% | +4.4% | +124.5% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling