+86.2%
SU vs DTE
+5.6%
+80.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -7.0% | -4.5% |
| 7D | -7.1% | +4.2% | -11.3% | -7.1% |
| 30D | +4.8% | +10.0% | -5.2% | +4.3% |
| 3M | +12.5% | -2.1% | +14.6% | +13.3% |
| 6M | +6.5% | -4.7% | +11.1% | +7.7% |
| YTD | +65.8% | +9.3% | +56.5% | +54.3% |
| 1Y | +86.2% | +6.6% | +79.5% | +75.7% |
| All | +86.2% | +5.6% | +80.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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