+118.1%
SU vs ALLE
+49.7%
+68.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -1.0% | +2.8% | -3.7% | -1.2% |
| 30D | +13.7% | -7.6% | +21.3% | +14.6% |
| 3M | +8.0% | +22.8% | -14.7% | +4.7% |
| 6M | +21.0% | +4.6% | +16.4% | +20.6% |
| YTD | +56.2% | -1.2% | +57.5% | +57.3% |
| 1Y | +72.2% | -9.1% | +81.3% | +76.6% |
| 3Y | +118.1% | +50.0% | +68.1% | +89.7% |
| All | +118.1% | +49.7% | +68.4% | +89.7% |
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