+129.2%
SU vs AS
+107.2%
+22.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.8% |
| 7D | +1.6% | -2.8% | +4.3% | +1.7% |
| 30D | +10.7% | -23.2% | +34.0% | +12.2% |
| 3M | +13.5% | -20.1% | +33.6% | +14.6% |
| 6M | +21.8% | -18.5% | +40.3% | +22.3% |
| YTD | +58.8% | -25.6% | +84.5% | +60.8% |
| 1Y | +72.0% | -24.4% | +96.4% | +73.3% |
| All | +129.2% | +107.2% | +22.0% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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