+238.8%
SU vs M
-7.1%
+245.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +1.7% | +7.0% | -5.3% | +0.2% |
| 30D | -7.9% | +8.9% | -16.8% | -9.9% |
| 3M | +7.5% | +4.5% | +3.1% | +5.8% |
| 6M | +7.2% | +36.2% | -29.0% | -1.1% |
| YTD | +60.9% | +15.1% | +45.8% | +52.5% |
| 1Y | +63.6% | +27.4% | +36.2% | +51.2% |
| 3Y | +128.9% | +160.1% | -31.3% | +68.1% |
| 5Y | +228.3% | -1.6% | +229.8% | +185.0% |
| All | +238.8% | -7.1% | +245.9% | +104.0% |
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 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