+86.2%
SU vs M
+36.6%
+49.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.6% | -12.1% | -3.7% |
| 7D | -7.1% | +8.3% | -15.3% | -6.2% |
| 30D | +4.8% | +14.2% | -9.4% | +6.3% |
| 3M | +12.5% | -1.1% | +13.6% | +13.0% |
| 6M | +6.5% | +36.6% | -30.1% | +9.5% |
| YTD | +65.8% | +19.8% | +46.0% | +71.1% |
| 1Y | +86.2% | +37.2% | +49.0% | +89.9% |
| All | +86.2% | +36.6% | +49.6% | +89.9% |
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