+238.8%
SU vs COO
+41.1%
+197.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.7% | +0.5% | +1.3% | +1.6% |
| 30D | -7.9% | +14.2% | -22.0% | -11.3% |
| 3M | +7.5% | -18.2% | +25.8% | +12.7% |
| 6M | +7.2% | +5.3% | +1.9% | +3.8% |
| YTD | +60.9% | -23.6% | +84.5% | +70.8% |
| 1Y | +63.6% | -12.7% | +76.3% | +66.2% |
| 3Y | +128.9% | -24.2% | +153.1% | +133.4% |
| 5Y | +228.3% | -40.0% | +268.3% | +256.2% |
| All | +238.8% | +41.1% | +197.7% | +235.7% |
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