+62,531.0%
SU vs IP
+331.0%
+62,200.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -13.4% | -5.1% | -8.4% | -11.6% |
| 30D | +0.9% | +8.5% | -7.6% | -3.0% |
| 3M | +12.8% | -13.8% | +26.6% | +19.0% |
| 6M | +8.3% | +5.7% | +2.5% | +1.9% |
| YTD | +58.2% | -9.1% | +67.3% | +54.4% |
| 1Y | +67.1% | -0.8% | +68.0% | +56.2% |
| 3Y | +125.6% | +14.8% | +110.8% | +84.0% |
| 5Y | +213.6% | -11.5% | +225.1% | +182.6% |
| 10Y | +234.7% | +27.9% | +206.8% | +144.4% |
| All | +62,531.0% | +331.0% | +62,200.0% | +8,076.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling