+170.9%
SU vs ALC
+24.0%
+146.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | +3.6% | -2.1% | +5.7% | +4.4% |
| 30D | +7.9% | -0.1% | +8.0% | +7.8% |
| 3M | +3.5% | +5.9% | -2.4% | +0.7% |
| 6M | +19.0% | -15.9% | +34.9% | +26.2% |
| YTD | +55.0% | -10.1% | +65.1% | +59.3% |
| 1Y | +71.2% | -10.2% | +81.4% | +75.2% |
| 3Y | +117.4% | -13.6% | +131.0% | +118.1% |
| 5Y | +335.2% | -15.1% | +350.3% | +329.4% |
| All | +170.9% | +24.0% | +146.9% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling