+355.7%
SU vs ED
+66.8%
+289.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.7% | -1.9% | +3.5% | +2.0% |
| 30D | +9.6% | +0.1% | +9.5% | +9.6% |
| 3M | +11.7% | 0.0% | +11.7% | +11.7% |
| 6M | +21.9% | -2.5% | +24.4% | +22.3% |
| YTD | +58.6% | +10.1% | +48.5% | +56.1% |
| 1Y | +66.5% | +13.6% | +52.9% | +62.9% |
| 3Y | +121.4% | +32.4% | +89.0% | +105.3% |
| 5Y | +355.7% | +69.9% | +285.9% | +321.5% |
| All | +355.7% | +66.8% | +289.0% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling