+252.6%
SU vs FIVE
+868.1%
-615.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.6% |
| 7D | +3.6% | +4.3% | -0.7% | +2.7% |
| 30D | +7.9% | +12.5% | -4.6% | +5.3% |
| 3M | +3.5% | +31.2% | -27.7% | -2.0% |
| 6M | +19.0% | +14.4% | +4.6% | +14.5% |
| YTD | +55.0% | +33.9% | +21.1% | +44.5% |
| 1Y | +71.2% | +65.1% | +6.2% | +52.7% |
| 3Y | +117.4% | +49.0% | +68.5% | +87.3% |
| 5Y | +335.2% | +30.3% | +304.9% | +272.4% |
| 10Y | +248.7% | +481.1% | -232.4% | +122.0% |
| All | +252.6% | +868.1% | -615.6% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling