+238.8%
SU vs AR
+57.4%
+181.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.7% | +7.4% | -5.7% | -0.2% |
| 30D | -7.9% | +5.8% | -13.6% | -9.2% |
| 3M | +7.5% | +5.2% | +2.3% | +6.0% |
| 6M | +7.2% | +5.4% | +1.8% | +5.5% |
| YTD | +60.9% | +12.4% | +48.5% | +55.2% |
| 1Y | +63.6% | +12.8% | +50.8% | +57.4% |
| 3Y | +128.9% | +47.2% | +81.7% | +100.0% |
| 5Y | +228.3% | +101.1% | +127.1% | +161.2% |
| All | +238.8% | +57.4% | +181.5% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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