+238.8%
SU vs ES
+98.2%
+140.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +1.7% | +2.7% | -1.0% | +1.2% |
| 30D | -7.9% | +7.6% | -15.5% | -9.3% |
| 3M | +7.5% | +0.5% | +7.1% | +7.3% |
| 6M | +7.2% | +7.6% | -0.4% | +5.3% |
| YTD | +60.9% | +10.2% | +50.7% | +56.8% |
| 1Y | +63.6% | +1.8% | +61.8% | +61.8% |
| 3Y | +128.9% | +55.4% | +73.5% | +102.9% |
| 5Y | +228.3% | +7.3% | +221.0% | +215.6% |
| All | +238.8% | +98.2% | +140.6% | +240.3% |
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