+265.7%
SU vs M
-10.0%
+275.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.8% |
| 7D | +1.7% | -8.8% | +10.4% | +3.5% |
| 30D | +9.6% | -16.4% | +26.0% | +13.6% |
| 3M | +11.7% | -10.8% | +22.5% | +13.6% |
| 6M | +21.9% | +16.1% | +5.8% | +16.5% |
| YTD | +58.6% | -5.3% | +63.9% | +57.5% |
| 1Y | +66.5% | +24.9% | +41.7% | +54.8% |
| 3Y | +121.4% | +97.5% | +23.9% | +73.5% |
| 5Y | +355.7% | +20.4% | +335.3% | +267.5% |
| All | +265.7% | -10.0% | +275.7% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling