+86.2%
SU vs BAX
+46.0%
+40.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -4.2% |
| 7D | -7.1% | +4.1% | -11.2% | -6.6% |
| 30D | +4.8% | +9.4% | -4.7% | +5.7% |
| 3M | +12.5% | -6.5% | +19.0% | +12.7% |
| 6M | +6.5% | +59.6% | -53.1% | +8.5% |
| YTD | +65.8% | +38.9% | +26.9% | +69.9% |
| 1Y | +86.2% | +48.0% | +38.2% | +90.3% |
| All | +86.2% | +46.0% | +40.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling