+7,079.8%
SU vs EL
+1,648.4%
+5,431.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | +13.7% | +15.5% | -1.8% | +8.9% |
| 3M | +8.0% | +20.6% | -12.5% | +1.8% |
| 6M | +21.0% | +10.5% | +10.5% | +15.0% |
| YTD | +56.2% | -1.9% | +58.1% | +51.6% |
| 1Y | +72.2% | +16.1% | +56.1% | +58.0% |
| 3Y | +118.1% | -30.2% | +148.3% | +116.5% |
| 5Y | +350.3% | -67.4% | +417.7% | +448.5% |
| 10Y | +248.5% | +31.2% | +217.2% | +176.2% |
| All | +7,079.8% | +1,648.4% | +5,431.3% | +3,418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling