+242.0%
SU vs ALM
+7,705.7%
-7,463.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | +3.6% | -2.6% | +6.2% | +3.6% |
| 30D | +7.9% | +32.0% | -24.1% | +7.8% |
| 3M | +3.5% | -15.0% | +18.5% | +3.5% |
| 6M | +19.0% | -10.1% | +29.1% | +18.9% |
| YTD | +55.0% | +99.4% | -44.5% | +54.7% |
| 1Y | +71.2% | +316.4% | -245.1% | +70.7% |
| 3Y | +117.4% | +2,022.0% | -1,904.6% | +115.9% |
| 5Y | +335.2% | +941.2% | -606.0% | +332.4% |
| 10Y | +248.7% | +2,950.3% | -2,701.6% | +246.3% |
| All | +242.0% | +7,705.7% | -7,463.8% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling