+6,598.5%
SU vs FDS
+9,090.7%
-2,492.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.8% |
| 7D | -1.0% | -5.4% | +4.4% | +0.2% |
| 30D | +13.7% | +1.6% | +12.1% | +13.1% |
| 3M | +8.0% | +17.7% | -9.7% | +3.2% |
| 6M | +21.0% | +29.1% | -8.1% | +12.3% |
| YTD | +56.2% | +1.0% | +55.3% | +52.3% |
| 1Y | +72.2% | -21.6% | +93.8% | +77.0% |
| 3Y | +118.1% | -30.1% | +148.2% | +128.1% |
| 5Y | +350.3% | -20.7% | +371.1% | +353.1% |
| 10Y | +248.5% | +78.3% | +170.2% | +187.5% |
| All | +6,598.5% | +9,090.7% | -2,492.2% | +4,072.3% |
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