+125.7%
SU vs FIVE
+52.3%
+73.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.9% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | +10.7% | +5.0% | +5.7% | +10.3% |
| 3M | +13.5% | +29.5% | -16.0% | +11.0% |
| 6M | +21.8% | +12.4% | +9.4% | +19.9% |
| YTD | +58.8% | +31.2% | +27.7% | +53.9% |
| 1Y | +72.0% | +72.9% | -0.8% | +61.8% |
| All | +125.7% | +52.3% | +73.4% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling