+125.0%
SU vs AUR
+84.2%
+40.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +2.2% | +1.4% | +0.8% | +2.2% |
| 30D | +8.4% | -6.4% | +14.8% | +8.6% |
| 3M | +12.1% | +7.7% | +4.4% | +11.6% |
| 6M | +19.7% | +44.5% | -24.8% | +17.2% |
| YTD | +58.4% | +67.4% | -9.0% | +54.0% |
| 1Y | +67.2% | +15.4% | +51.8% | +64.8% |
| 3Y | +125.0% | +94.8% | +30.2% | +113.9% |
| All | +125.0% | +84.2% | +40.8% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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