+121.8%
SU vs AR
+44.3%
+77.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.8% |
| 7D | -10.2% | -5.8% | -4.4% | -8.5% |
| 30D | -6.2% | +4.8% | -11.0% | -7.7% |
| 3M | +8.7% | +1.5% | +7.2% | +8.0% |
| 6M | +7.2% | +4.7% | +2.5% | +5.4% |
| YTD | +55.9% | +9.2% | +46.7% | +50.8% |
| 1Y | +60.4% | +11.2% | +49.2% | +54.0% |
| All | +121.8% | +44.3% | +77.4% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling