+70.1%
SU vs M
+46.1%
+24.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.2% |
| 7D | +2.9% | +4.7% | -1.8% | +3.2% |
| 30D | +7.2% | -9.6% | +16.8% | +6.6% |
| 3M | +2.8% | +0.9% | +2.0% | +2.9% |
| 6M | +18.2% | +22.3% | -4.1% | +19.3% |
| YTD | +54.0% | +6.5% | +47.4% | +55.9% |
| 1Y | +70.1% | +38.8% | +31.3% | +67.0% |
| All | +70.1% | +46.1% | +24.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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