+128.7%
SU vs ALLE
+93.1%
+35.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.1% |
| 7D | -10.6% | -0.6% | -9.9% | -10.5% |
| 30D | -6.6% | +26.6% | -33.2% | -8.7% |
| 3M | +12.9% | +13.2% | -0.2% | +11.7% |
| 6M | +6.7% | +42.9% | -36.1% | +2.1% |
| YTD | +55.2% | +21.0% | +34.2% | +53.3% |
| 1Y | +61.5% | +15.2% | +46.4% | +61.6% |
| 3Y | +128.7% | +95.6% | +33.1% | +78.3% |
| All | +128.7% | +93.1% | +35.6% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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