+81.2%
SU vs IRE
-97.7%
+178.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.8% | +16.3% | +0.6% |
| 7D | -10.2% | -41.9% | +31.7% | -10.0% |
| 30D | -6.2% | -75.1% | +68.9% | -5.8% |
| 3M | +8.7% | -82.4% | +91.1% | +9.2% |
| 6M | +7.2% | -95.5% | +102.8% | +9.2% |
| YTD | +55.9% | -93.1% | +149.0% | +55.1% |
| 1Y | +60.4% | -97.8% | +158.2% | +62.9% |
| All | +81.2% | -97.7% | +178.9% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling