+125.4%
SU vs FDS
-36.6%
+162.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +0.1% |
| 7D | +1.7% | -16.0% | +17.6% | +2.3% |
| 30D | +9.6% | -6.7% | +16.4% | +9.8% |
| 3M | +11.7% | +6.0% | +5.8% | +11.2% |
| 6M | +21.9% | +25.1% | -3.2% | +19.8% |
| YTD | +58.6% | -8.1% | +66.8% | +59.5% |
| 1Y | +66.5% | -26.0% | +92.5% | +72.2% |
| All | +125.4% | -36.6% | +162.0% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling