+10,124.4%
SU vs ARWR
-97.0%
+10,221.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.6% | +1.7% | +1.9% | +3.6% |
| 30D | +7.9% | -0.7% | +8.5% | +7.9% |
| 3M | +3.5% | +14.9% | -11.4% | +3.4% |
| 6M | +19.0% | +32.6% | -13.7% | +18.7% |
| YTD | +55.0% | +30.0% | +24.9% | +54.6% |
| 1Y | +71.2% | +208.4% | -137.1% | +69.8% |
| 3Y | +117.4% | +208.8% | -91.4% | +115.0% |
| 5Y | +335.2% | +27.8% | +307.3% | +331.7% |
| 10Y | +248.7% | +1,107.6% | -858.8% | +239.9% |
| All | +10,124.4% | -97.0% | +10,221.4% | +9,147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling