+223.2%
SU vs BAH
+876.9%
-653.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | -1.0% | -4.3% | +3.4% | +0.1% |
| 30D | +13.7% | -4.5% | +18.1% | +14.9% |
| 3M | +8.0% | -7.6% | +15.6% | +9.5% |
| 6M | +21.0% | -10.6% | +31.6% | +23.1% |
| YTD | +56.2% | -12.6% | +68.8% | +58.4% |
| 1Y | +72.2% | -27.0% | +99.2% | +81.9% |
| 3Y | +118.1% | -31.5% | +149.6% | +123.4% |
| 5Y | +350.3% | -3.8% | +354.1% | +307.9% |
| 10Y | +248.5% | +183.9% | +64.5% | +124.0% |
| All | +223.2% | +876.9% | -653.7% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling