+193.8%
SU vs ALLE
+339.1%
-145.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -3.1% |
| 7D | -10.6% | -0.6% | -9.9% | -10.4% |
| 30D | -6.6% | +26.6% | -33.2% | -16.1% |
| 3M | +12.9% | +13.2% | -0.2% | +6.2% |
| 6M | +6.7% | +42.9% | -36.1% | -10.5% |
| YTD | +55.2% | +21.0% | +34.2% | +38.9% |
| 1Y | +61.5% | +15.2% | +46.4% | +47.9% |
| 3Y | +128.7% | +95.6% | +33.1% | +55.8% |
| 5Y | +210.8% | +53.4% | +157.4% | +132.9% |
| 10Y | +214.4% | +221.5% | -7.1% | +69.7% |
| All | +193.8% | +339.1% | -145.3% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling