+265.2%
SU vs BAX
-38.1%
+303.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | +2.2% | -7.9% | +10.1% | +3.6% |
| 30D | +8.4% | -11.7% | +20.1% | +10.6% |
| 3M | +12.1% | +16.2% | -4.1% | +8.6% |
| 6M | +19.7% | +32.0% | -12.3% | +12.8% |
| YTD | +58.4% | +24.7% | +33.7% | +49.9% |
| 1Y | +67.2% | -2.6% | +69.9% | +65.7% |
| 3Y | +125.0% | -35.0% | +160.0% | +137.1% |
| 5Y | +355.1% | -67.6% | +422.6% | +469.1% |
| All | +265.2% | -38.1% | +303.3% | +313.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling