+265.7%
SU vs COO
+17.5%
+248.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.7% | +14.5% | +3.8% |
| 7D | +1.7% | -23.3% | +25.0% | +8.6% |
| 30D | +9.6% | -29.5% | +39.1% | +19.8% |
| 3M | +11.7% | -20.0% | +31.7% | +17.6% |
| 6M | +21.9% | -27.2% | +49.1% | +31.2% |
| YTD | +58.6% | -33.9% | +92.5% | +75.5% |
| 1Y | +66.5% | -19.9% | +86.5% | +72.6% |
| 3Y | +121.4% | -38.1% | +159.5% | +140.3% |
| 5Y | +355.7% | -52.0% | +407.7% | +432.7% |
| All | +265.7% | +17.5% | +248.2% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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