+223.7%
SU vs AR
+98.1%
+125.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -4.3% | +2.1% | -6.3% | -5.0% |
| 30D | -6.2% | +4.5% | -10.7% | -7.8% |
| 3M | +9.7% | +1.0% | +8.7% | +9.0% |
| 6M | +7.3% | +4.4% | +2.9% | +5.2% |
| YTD | +58.7% | +10.9% | +47.9% | +51.4% |
| 1Y | +59.7% | +8.6% | +51.2% | +53.0% |
| 3Y | +129.2% | +48.5% | +80.7% | +85.2% |
| 5Y | +223.7% | +95.7% | +127.9% | +133.0% |
| All | +223.7% | +98.1% | +125.6% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling