+265.7%
SU vs ES
+83.3%
+182.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.3% |
| 7D | +1.7% | -3.5% | +5.1% | +2.4% |
| 30D | +9.6% | -3.0% | +12.6% | +10.3% |
| 3M | +11.7% | -0.3% | +12.0% | +11.6% |
| 6M | +21.9% | -5.2% | +27.1% | +22.8% |
| YTD | +58.6% | +4.8% | +53.9% | +56.3% |
| 1Y | +66.5% | +12.7% | +53.8% | +60.7% |
| 3Y | +121.4% | +27.5% | +93.9% | +105.0% |
| 5Y | +355.7% | -4.7% | +360.4% | +349.5% |
| All | +265.7% | +83.3% | +182.4% | +244.8% |
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