+2,683.6%
SU vs FE
+564.6%
+2,119.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | -6.2% | +3.6% | -9.8% | -7.6% |
| 3M | +9.7% | +0.3% | +9.4% | +9.3% |
| 6M | +7.3% | +6.4% | +0.9% | +4.1% |
| YTD | +58.7% | +8.1% | +50.6% | +52.6% |
| 1Y | +59.7% | +4.6% | +55.1% | +55.6% |
| 3Y | +129.2% | +49.1% | +80.1% | +89.1% |
| 5Y | +223.7% | +46.1% | +177.6% | +166.4% |
| 10Y | +235.9% | +122.7% | +113.2% | +116.0% |
| All | +2,683.6% | +564.6% | +2,119.0% | +1,420.7% |
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