+215.1%
SU vs IP
-12.0%
+227.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -13.4% | -5.1% | -8.4% | -12.9% |
| 30D | +0.9% | +8.5% | -7.6% | -0.3% |
| 3M | +12.8% | -13.8% | +26.6% | +14.9% |
| 6M | +8.3% | +5.7% | +2.5% | +5.8% |
| YTD | +58.2% | -9.1% | +67.3% | +57.8% |
| 1Y | +67.1% | -0.8% | +68.0% | +62.7% |
| 3Y | +125.6% | +14.8% | +110.8% | +98.8% |
| All | +215.1% | -12.0% | +227.2% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling