+265.2%
SU vs BG
+166.7%
+98.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | +2.2% | +3.1% | -0.9% | +0.6% |
| 30D | +8.4% | +10.2% | -1.8% | +3.1% |
| 3M | +12.1% | -1.7% | +13.8% | +12.3% |
| 6M | +19.7% | +1.0% | +18.7% | +18.1% |
| YTD | +58.4% | +39.9% | +18.5% | +32.6% |
| 1Y | +67.2% | +53.2% | +14.0% | +32.3% |
| 3Y | +125.0% | +16.3% | +108.8% | +100.2% |
| 5Y | +355.1% | +83.9% | +271.2% | +210.5% |
| All | +265.2% | +166.7% | +98.5% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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