+226.2%
SU vs COO
-40.4%
+266.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +1.7% | +0.5% | +1.3% | +1.7% |
| 30D | -7.9% | +14.2% | -22.0% | -9.3% |
| 3M | +7.5% | -18.2% | +25.8% | +10.0% |
| 6M | +7.2% | +5.3% | +1.9% | +5.7% |
| YTD | +60.9% | -23.6% | +84.5% | +66.6% |
| 1Y | +63.6% | -12.7% | +76.3% | +65.4% |
| 3Y | +128.9% | -24.2% | +153.1% | +130.9% |
| All | +226.2% | -40.4% | +266.6% | +225.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling