+265.7%
SU vs FE
+114.8%
+150.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.7% | -1.7% | +3.3% | +2.2% |
| 30D | +9.6% | -1.3% | +10.9% | +10.0% |
| 3M | +11.7% | +0.6% | +11.1% | +11.4% |
| 6M | +21.9% | -6.8% | +28.8% | +24.1% |
| YTD | +58.6% | +6.4% | +52.2% | +54.9% |
| 1Y | +66.5% | +11.3% | +55.3% | +60.2% |
| 3Y | +121.4% | +47.1% | +74.4% | +91.8% |
| 5Y | +355.7% | +50.4% | +305.3% | +289.8% |
| All | +265.7% | +114.8% | +150.9% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling