+216.8%
SU vs BR
+1,278.7%
-1,061.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.2% | -3.0% | +5.2% | +3.8% |
| 30D | +8.4% | -0.3% | +8.7% | +8.3% |
| 3M | +12.1% | +17.3% | -5.2% | +2.0% |
| 6M | +19.7% | -6.7% | +26.4% | +21.7% |
| YTD | +58.4% | -23.4% | +81.9% | +77.2% |
| 1Y | +67.2% | -32.7% | +99.9% | +100.2% |
| 3Y | +125.0% | -5.9% | +130.9% | +117.6% |
| 5Y | +355.1% | +8.4% | +346.6% | +291.6% |
| 10Y | +263.7% | +189.2% | +74.5% | +61.2% |
| All | +216.8% | +1,278.7% | -1,061.9% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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