+205.3%
SU vs CAPR
-99.1%
+304.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.9% |
| 7D | -1.0% | -9.5% | +8.5% | -0.8% |
| 30D | +13.7% | +121.5% | -107.8% | +11.7% |
| 3M | +8.0% | -65.4% | +73.4% | +8.7% |
| 6M | +21.0% | -67.5% | +88.5% | +21.8% |
| YTD | +56.2% | -68.6% | +124.9% | +57.2% |
| 1Y | +72.2% | +42.7% | +29.5% | +61.6% |
| 3Y | +118.1% | +43.4% | +74.7% | +98.7% |
| 5Y | +350.3% | +86.0% | +264.3% | +303.3% |
| 10Y | +248.5% | -77.4% | +325.9% | +195.4% |
| All | +205.3% | -99.1% | +304.4% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling