+2,617.5%
SU vs FE
+561.4%
+2,056.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.6% | +1.9% | +1.6% | +2.8% |
| 30D | +7.9% | -1.2% | +9.0% | +8.3% |
| 3M | +3.5% | +3.5% | 0.0% | +1.8% |
| 6M | +19.0% | -6.1% | +25.0% | +21.4% |
| YTD | +55.0% | +7.6% | +47.3% | +49.5% |
| 1Y | +71.2% | +11.9% | +59.3% | +62.3% |
| 3Y | +117.4% | +48.4% | +69.0% | +79.8% |
| 5Y | +335.2% | +44.8% | +290.4% | +259.8% |
| 10Y | +248.7% | +115.9% | +132.9% | +127.4% |
| All | +2,617.5% | +561.4% | +2,056.0% | +1,390.2% |
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