+255.1%
SU vs ALM
+3,551.9%
-3,296.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | +0.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | -7.9% | -19.3% | +11.5% | -7.8% |
| 3M | +7.5% | -40.6% | +48.2% | +7.6% |
| 6M | +7.2% | -57.9% | +65.1% | +7.3% |
| YTD | +60.9% | -6.7% | +67.6% | +60.8% |
| 1Y | +63.6% | +20.2% | +43.5% | +63.5% |
| 3Y | +128.9% | +879.4% | -750.6% | +127.6% |
| 5Y | +228.3% | +415.3% | -187.0% | +226.5% |
| 10Y | +240.6% | +2,100.8% | -1,860.2% | +238.5% |
| All | +255.1% | +3,551.9% | -3,296.7% | +251.2% |
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