+86.2%
SU vs IT
-17.9%
+104.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.5% |
| 7D | -7.1% | -5.5% | -1.6% | -7.1% |
| 30D | +4.8% | +10.3% | -5.6% | +4.8% |
| 3M | +12.5% | +11.5% | +1.0% | +12.6% |
| 6M | +6.5% | +40.3% | -33.8% | +6.7% |
| YTD | +65.8% | -17.9% | +83.7% | +64.3% |
| 1Y | +86.2% | -8.8% | +94.9% | +82.5% |
| All | +86.2% | -17.9% | +104.1% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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