+72.2%
SU vs IP
-21.3%
+93.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.6% |
| 7D | -1.0% | +0.1% | -1.0% | -0.9% |
| 30D | +13.7% | -11.2% | +24.9% | +12.1% |
| 3M | +8.0% | +12.3% | -4.3% | +9.7% |
| 6M | +21.0% | -5.2% | +26.3% | +24.0% |
| YTD | +56.2% | -4.0% | +60.2% | +59.7% |
| 1Y | +72.2% | -19.2% | +91.4% | +75.8% |
| All | +72.2% | -21.3% | +93.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling