+265.2%
SU vs ALM
+2,589.2%
-2,324.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | 0.0% |
| 7D | +2.2% | -11.8% | +14.1% | +2.5% |
| 30D | +8.4% | +7.8% | +0.6% | +8.2% |
| 3M | +12.1% | -9.3% | +21.3% | +12.1% |
| 6M | +19.7% | -30.5% | +50.1% | +20.1% |
| YTD | +58.4% | +75.8% | -17.4% | +55.1% |
| 1Y | +67.2% | +241.2% | -174.0% | +60.2% |
| 3Y | +125.0% | +1,872.6% | -1,747.6% | +100.3% |
| 5Y | +355.1% | +849.6% | -494.5% | +311.7% |
| All | +265.2% | +2,589.2% | -2,324.1% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling