+132.2%
SU vs AS
+123.4%
+8.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +1.7% | -4.9% | +6.6% | +1.9% |
| 30D | -7.9% | +3.9% | -11.8% | -8.1% |
| 3M | +7.5% | -9.6% | +17.1% | +8.0% |
| 6M | +7.2% | -8.7% | +15.9% | +7.3% |
| YTD | +60.9% | -19.8% | +80.8% | +62.3% |
| 1Y | +63.6% | -1.5% | +65.2% | +60.8% |
| All | +132.2% | +123.4% | +8.8% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling