+265.2%
SU vs EAT
+374.9%
-109.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.2% | -7.7% | +9.9% | +3.9% |
| 30D | +8.4% | -13.6% | +22.0% | +11.6% |
| 3M | +12.1% | +33.9% | -21.8% | +4.7% |
| 6M | +19.7% | +47.2% | -27.5% | +8.0% |
| YTD | +58.4% | +48.1% | +10.4% | +42.1% |
| 1Y | +67.2% | +33.7% | +33.5% | +52.2% |
| 3Y | +125.0% | +595.8% | -470.7% | +29.9% |
| 5Y | +355.1% | +314.4% | +40.7% | +181.4% |
| All | +265.2% | +374.9% | -109.8% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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