+338.3%
SU vs IT
-42.9%
+381.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.7% |
| 7D | +2.2% | -3.7% | +5.9% | +2.6% |
| 30D | +8.4% | +0.1% | +8.4% | +8.3% |
| 3M | +12.1% | +20.7% | -8.6% | +9.1% |
| 6M | +19.7% | +12.0% | +7.7% | +17.0% |
| YTD | +58.4% | -28.8% | +87.2% | +64.5% |
| 1Y | +67.2% | -25.5% | +92.8% | +71.8% |
| 3Y | +125.0% | -48.8% | +173.8% | +140.4% |
| All | +338.3% | -42.9% | +381.2% | +348.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling