+350.3%
SU vs D
+8.5%
+341.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -1.0% | +0.8% | -1.7% | -1.2% |
| 30D | +13.7% | -0.7% | +14.4% | +13.9% |
| 3M | +8.0% | +2.1% | +5.9% | +7.5% |
| 6M | +21.0% | +6.8% | +14.2% | +18.7% |
| YTD | +56.2% | +16.5% | +39.7% | +49.9% |
| 1Y | +72.2% | +19.2% | +53.0% | +64.1% |
| 3Y | +118.1% | +61.9% | +56.2% | +88.2% |
| 5Y | +350.3% | +6.5% | +343.8% | +350.7% |
| All | +350.3% | +8.5% | +341.8% | +350.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling