+355.7%
SU vs BAH
+1.2%
+354.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -5.0% | -0.7% |
| 7D | +1.7% | +2.4% | -0.8% | +1.4% |
| 30D | +9.6% | -2.9% | +12.6% | +10.0% |
| 3M | +11.7% | -1.3% | +13.1% | +11.7% |
| 6M | +21.9% | -0.9% | +22.8% | +21.5% |
| YTD | +58.6% | -8.2% | +66.9% | +58.8% |
| 1Y | +66.5% | -24.0% | +90.5% | +71.0% |
| 3Y | +121.4% | -28.1% | +149.5% | +114.3% |
| 5Y | +355.7% | +2.5% | +353.2% | +283.1% |
| All | +355.7% | +1.2% | +354.5% | +283.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling