+59.7%
SU vs IP
-2.1%
+61.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -1.4% |
| 7D | -10.6% | -3.0% | -7.6% | -11.0% |
| 30D | -6.6% | +10.6% | -17.2% | -5.0% |
| 3M | +12.9% | -13.6% | +26.5% | +10.6% |
| 6M | +6.7% | +10.4% | -3.7% | +9.1% |
| YTD | +55.2% | -6.5% | +61.7% | +58.3% |
| All | +59.7% | -2.1% | +61.8% | +61.2% |
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