+338.3%
SU vs EL
-69.0%
+407.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.2% | -6.5% | +8.7% | +3.0% |
| 30D | +8.4% | +11.1% | -2.7% | +6.9% |
| 3M | +12.1% | +10.7% | +1.4% | +10.4% |
| 6M | +19.7% | +6.9% | +12.8% | +17.9% |
| YTD | +58.4% | -6.3% | +64.7% | +58.1% |
| 1Y | +67.2% | +13.5% | +53.8% | +60.8% |
| 3Y | +125.0% | -33.1% | +158.1% | +127.7% |
| All | +338.3% | -69.0% | +407.3% | +444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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