+355.7%
SU vs ALC
-19.4%
+375.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.4% |
| 7D | +1.7% | -7.7% | +9.3% | +3.3% |
| 30D | +9.6% | -11.7% | +21.3% | +12.5% |
| 3M | +11.7% | +0.7% | +11.1% | +11.3% |
| 6M | +21.9% | -17.1% | +39.0% | +26.3% |
| YTD | +58.6% | -15.1% | +73.8% | +63.2% |
| 1Y | +66.5% | -14.1% | +80.6% | +70.4% |
| 3Y | +121.4% | -18.2% | +139.6% | +125.7% |
| 5Y | +355.7% | -19.2% | +374.9% | +348.5% |
| All | +355.7% | -19.4% | +375.1% | +348.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling