+286.9%
SU vs COMP
-53.0%
+339.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.8% |
| 7D | -10.2% | +7.2% | -17.4% | -10.5% |
| 30D | -6.2% | +6.4% | -12.6% | -6.6% |
| 3M | +8.7% | -19.4% | +28.1% | +9.5% |
| 6M | +7.2% | +14.6% | -7.3% | +5.7% |
| YTD | +55.9% | -5.5% | +61.4% | +54.6% |
| 1Y | +60.4% | +13.7% | +46.8% | +56.8% |
| 3Y | +125.2% | +409.7% | -284.5% | +89.6% |
| 5Y | +216.7% | -17.0% | +233.8% | +191.3% |
| All | +286.9% | -53.0% | +339.9% | +291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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