+265.7%
SU vs D
+38.3%
+227.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | -1.6% | +3.3% | +2.1% |
| 30D | +9.6% | -3.5% | +13.1% | +10.7% |
| 3M | +11.7% | -1.6% | +13.3% | +12.2% |
| 6M | +21.9% | +5.8% | +16.1% | +19.7% |
| YTD | +58.6% | +14.5% | +44.2% | +52.4% |
| 1Y | +66.5% | +14.2% | +52.4% | +59.8% |
| 3Y | +121.4% | +59.0% | +62.4% | +90.4% |
| 5Y | +355.7% | +5.4% | +350.3% | +342.0% |
| All | +265.7% | +38.3% | +227.4% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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