+265.2%
SU vs DTE
+137.8%
+127.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | +2.2% | -2.6% | +4.8% | +3.6% |
| 30D | +8.4% | -4.4% | +12.8% | +11.0% |
| 3M | +12.1% | -8.3% | +20.4% | +17.0% |
| 6M | +19.7% | -8.1% | +27.7% | +24.1% |
| YTD | +58.4% | +4.4% | +54.0% | +52.9% |
| 1Y | +67.2% | +0.2% | +67.1% | +64.9% |
| 3Y | +125.0% | +42.6% | +82.4% | +76.2% |
| 5Y | +355.1% | +31.5% | +323.6% | +267.7% |
| All | +265.2% | +137.8% | +127.4% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling