+61,756.5%
SU vs ED
+2,238.5%
+59,518.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +13.7% | +1.1% | +12.6% | +13.6% |
| 3M | +8.0% | +4.6% | +3.4% | +7.5% |
| 6M | +21.0% | -2.0% | +23.0% | +21.2% |
| YTD | +56.2% | +11.7% | +44.6% | +54.6% |
| 1Y | +72.2% | +15.7% | +56.5% | +69.7% |
| 3Y | +118.1% | +34.4% | +83.7% | +111.1% |
| 5Y | +350.3% | +67.3% | +283.0% | +327.4% |
| 10Y | +248.5% | +104.0% | +144.4% | +225.9% |
| All | +61,756.5% | +2,238.5% | +59,518.1% | +74,982.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling