+72.2%
SU vs COMP
+11.9%
+60.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +0.3% |
| 7D | -1.0% | +4.1% | -5.0% | -0.3% |
| 30D | +13.7% | -14.5% | +28.2% | +11.3% |
| 3M | +8.0% | +41.8% | -33.8% | +13.2% |
| 6M | +21.0% | +23.6% | -2.6% | +28.9% |
| YTD | +56.2% | +1.7% | +54.5% | +67.0% |
| 1Y | +72.2% | +12.6% | +59.6% | +82.7% |
| All | +72.2% | +11.9% | +60.3% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling