+128.9%
SU vs D
+73.4%
+55.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.7% | -1.4% | +3.1% | +1.9% |
| 30D | -7.9% | +7.7% | -15.6% | -9.1% |
| 3M | +7.5% | -0.3% | +7.8% | +7.6% |
| 6M | +7.2% | +10.1% | -2.8% | +5.3% |
| YTD | +60.9% | +19.1% | +41.8% | +55.7% |
| 1Y | +63.6% | +15.9% | +47.7% | +59.0% |
| 3Y | +128.9% | +75.0% | +53.9% | +112.6% |
| All | +128.9% | +73.4% | +55.5% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling