+6,798.8%
SU vs FDS
+10,480.1%
-3,681.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.7% | +1.5% | +0.3% | +1.4% |
| 30D | -7.9% | +14.8% | -22.7% | -10.9% |
| 3M | +7.5% | +16.3% | -8.7% | +3.4% |
| 6M | +7.2% | +66.2% | -59.0% | -6.0% |
| YTD | +60.9% | +16.2% | +44.7% | +51.4% |
| 1Y | +63.6% | +21.8% | +41.8% | +52.0% |
| 3Y | +128.9% | -23.9% | +152.8% | +134.3% |
| 5Y | +228.3% | -23.1% | +251.4% | +231.9% |
| 10Y | +240.6% | +128.7% | +111.8% | +165.1% |
| All | +6,798.8% | +10,480.1% | -3,681.3% | +4,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling