+86.2%
SU vs DGX
+45.0%
+41.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -4.4% |
| 7D | -7.1% | +4.1% | -11.2% | -7.0% |
| 30D | +4.8% | +10.5% | -5.8% | +4.8% |
| 3M | +12.5% | +9.8% | +2.7% | +12.7% |
| 6M | +6.5% | +34.6% | -28.1% | +7.0% |
| YTD | +65.8% | +49.8% | +16.0% | +60.9% |
| 1Y | +86.2% | +46.0% | +40.1% | +83.7% |
| All | +86.2% | +45.0% | +41.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling