+2,722.0%
SU vs FE
+571.3%
+2,150.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | -7.9% | +4.5% | -12.4% | -9.6% |
| 3M | +7.5% | +1.3% | +6.2% | +6.7% |
| 6M | +7.2% | +8.7% | -1.4% | +3.1% |
| YTD | +60.9% | +9.2% | +51.7% | +54.0% |
| 1Y | +63.6% | +7.0% | +56.7% | +57.9% |
| 3Y | +128.9% | +51.4% | +77.5% | +87.7% |
| 5Y | +228.3% | +47.7% | +180.6% | +169.0% |
| 10Y | +240.6% | +125.0% | +115.6% | +118.1% |
| All | +2,722.0% | +571.3% | +2,150.7% | +1,435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling