+194.9%
SU vs ET
+1,451.4%
-1,256.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +1.7% | +1.4% | +0.3% | +1.0% |
| 30D | +9.6% | +4.6% | +5.1% | +7.3% |
| 3M | +11.7% | +16.0% | -4.3% | +4.1% |
| 6M | +21.9% | +22.8% | -0.9% | +10.7% |
| YTD | +58.6% | +38.9% | +19.8% | +35.9% |
| 1Y | +66.5% | +34.1% | +32.4% | +44.9% |
| 3Y | +121.4% | +98.8% | +22.6% | +58.8% |
| 5Y | +355.7% | +246.8% | +108.9% | +154.7% |
| 10Y | +264.2% | +174.4% | +89.8% | +108.2% |
| All | +194.9% | +1,451.4% | -1,256.5% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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