+338.3%
SU vs ARWR
+29.9%
+308.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | -4.0% | +6.3% | +2.4% |
| 30D | +8.4% | -5.0% | +13.5% | +8.7% |
| 3M | +12.1% | +11.3% | +0.7% | +11.2% |
| 6M | +19.7% | +42.6% | -22.9% | +16.7% |
| YTD | +58.4% | +24.8% | +33.6% | +55.5% |
| 1Y | +67.2% | +178.8% | -111.5% | +55.1% |
| 3Y | +125.0% | +183.3% | -58.3% | +100.2% |
| All | +338.3% | +29.9% | +308.4% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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