+284.5%
SU vs COMP
-47.7%
+332.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +3.6% | +1.4% | +2.2% | +3.5% |
| 30D | +7.9% | -13.3% | +21.2% | +8.5% |
| 3M | +3.5% | +41.1% | -37.6% | +1.3% |
| 6M | +19.0% | +17.2% | +1.8% | +17.1% |
| YTD | +55.0% | +5.2% | +49.8% | +53.3% |
| 1Y | +71.2% | +18.9% | +52.3% | +67.3% |
| 3Y | +117.4% | +215.9% | -98.5% | +91.5% |
| 5Y | +335.2% | -31.2% | +366.3% | +309.5% |
| All | +284.5% | -47.7% | +332.1% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling