+61,246.2%
SU vs ES
+1,243.3%
+60,003.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +7.9% | -2.0% | +9.8% | +8.2% |
| 3M | +3.5% | +1.7% | +1.8% | +3.0% |
| 6M | +19.0% | -3.5% | +22.5% | +19.4% |
| YTD | +55.0% | +7.9% | +47.1% | +52.0% |
| 1Y | +71.2% | +17.2% | +54.0% | +64.5% |
| 3Y | +117.4% | +29.3% | +88.1% | +102.5% |
| 5Y | +335.2% | -5.7% | +340.9% | +329.7% |
| 10Y | +248.7% | +85.2% | +163.5% | +196.8% |
| All | +61,246.2% | +1,243.3% | +60,003.0% | +29,678.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling