+350.4%
SU vs CAPR
+76.3%
+274.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.7% |
| 7D | +1.6% | -12.6% | +14.2% | +1.7% |
| 30D | +10.7% | +124.4% | -113.7% | +9.7% |
| 3M | +13.5% | -66.8% | +80.3% | +14.0% |
| 6M | +21.8% | -71.8% | +93.6% | +22.4% |
| YTD | +58.8% | -70.1% | +128.9% | +59.5% |
| 1Y | +72.0% | +33.3% | +38.7% | +66.4% |
| 3Y | +121.7% | +36.7% | +85.0% | +101.2% |
| 5Y | +350.4% | +72.5% | +278.0% | +282.0% |
| All | +350.4% | +76.3% | +274.1% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling