+67.2%
SU vs FDS
-27.2%
+94.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.2% |
| 7D | +2.2% | -14.0% | +16.2% | +2.1% |
| 30D | +8.4% | -6.2% | +14.7% | +8.4% |
| 3M | +12.1% | +10.2% | +1.9% | +12.0% |
| 6M | +19.7% | +27.4% | -7.8% | +19.6% |
| YTD | +58.4% | -9.3% | +67.7% | +57.4% |
| 1Y | +67.2% | -28.6% | +95.9% | +65.8% |
| All | +67.2% | -27.2% | +94.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling