+265.2%
SU vs APD
+166.7%
+98.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +2.2% | -3.3% | +5.5% | +3.9% |
| 30D | +8.4% | -4.2% | +12.6% | +10.6% |
| 3M | +12.1% | +5.4% | +6.7% | +8.5% |
| 6M | +19.7% | +6.3% | +13.4% | +15.1% |
| YTD | +58.4% | +20.3% | +38.1% | +42.5% |
| 1Y | +67.2% | +1.6% | +65.6% | +62.7% |
| 3Y | +125.0% | +4.0% | +121.0% | +108.6% |
| 5Y | +355.1% | +23.3% | +331.7% | +270.7% |
| All | +265.2% | +166.7% | +98.5% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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