+215.1%
SU vs COMP
-17.6%
+232.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.2% | -0.9% |
| 7D | -13.4% | +13.4% | -26.9% | -13.9% |
| 30D | +0.9% | +11.1% | -10.2% | +0.3% |
| 3M | +12.8% | -18.8% | +31.6% | +13.5% |
| 6M | +8.3% | +10.5% | -2.2% | +7.0% |
| YTD | +58.2% | -3.4% | +61.6% | +56.9% |
| 1Y | +67.1% | +19.7% | +47.4% | +63.1% |
| 3Y | +125.6% | +381.6% | -256.0% | +91.8% |
| All | +215.1% | -17.6% | +232.7% | +198.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling