+61,756.5%
SU vs BAX
+862.9%
+60,893.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.1% |
| 7D | -1.0% | -2.4% | +1.5% | -0.8% |
| 30D | +13.7% | -9.7% | +23.4% | +14.6% |
| 3M | +8.0% | +29.3% | -21.2% | +5.6% |
| 6M | +21.0% | +40.7% | -19.7% | +17.2% |
| YTD | +56.2% | +30.3% | +26.0% | +52.0% |
| 1Y | +72.2% | +3.4% | +68.8% | +70.5% |
| 3Y | +118.1% | -32.0% | +150.1% | +121.5% |
| 5Y | +350.3% | -66.9% | +417.2% | +380.6% |
| 10Y | +248.5% | -37.1% | +285.5% | +261.8% |
| All | +61,756.5% | +862.9% | +60,893.6% | +207,800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling