+265.2%
SU vs DG
+101.8%
+163.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +2.2% | -6.5% | +8.7% | +2.7% |
| 30D | +8.4% | +4.2% | +4.3% | +8.1% |
| 3M | +12.1% | +9.5% | +2.6% | +11.3% |
| 6M | +19.7% | -13.1% | +32.8% | +20.7% |
| YTD | +58.4% | -4.8% | +63.2% | +58.5% |
| 1Y | +67.2% | +20.6% | +46.6% | +63.9% |
| 3Y | +125.0% | +4.9% | +120.1% | +119.4% |
| 5Y | +355.1% | -37.9% | +392.9% | +370.3% |
| All | +265.2% | +101.8% | +163.4% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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