+125.4%
SU vs BN
+69.2%
+56.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.7% | -5.9% | +7.5% | +2.7% |
| 30D | +9.6% | -15.1% | +24.7% | +12.8% |
| 3M | +11.7% | -14.6% | +26.3% | +14.8% |
| 6M | +21.9% | -8.4% | +30.3% | +22.5% |
| YTD | +58.6% | -16.8% | +75.4% | +62.6% |
| 1Y | +66.5% | -14.4% | +80.9% | +68.6% |
| All | +125.4% | +69.2% | +56.2% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling