+235.8%
SU vs ES
+96.6%
+139.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | -7.9% | +8.2% | -16.1% | -9.4% |
| 3M | +9.2% | +0.6% | +8.6% | +8.9% |
| 6M | +5.5% | +6.0% | -0.5% | +3.9% |
| YTD | +59.5% | +9.3% | +50.1% | +55.6% |
| 1Y | +59.9% | +1.1% | +58.8% | +58.3% |
| 3Y | +130.3% | +51.9% | +78.4% | +105.1% |
| 5Y | +225.3% | +6.5% | +218.9% | +213.3% |
| All | +235.8% | +96.6% | +139.1% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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