+355.7%
SU vs M
+13.6%
+342.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.4% |
| 7D | +1.7% | -8.8% | +10.4% | +2.7% |
| 30D | +9.6% | -16.4% | +26.0% | +11.8% |
| 3M | +11.7% | -10.8% | +22.5% | +12.7% |
| 6M | +21.9% | +16.1% | +5.8% | +18.7% |
| YTD | +58.6% | -5.3% | +63.9% | +58.1% |
| 1Y | +66.5% | +24.9% | +41.7% | +59.5% |
| 3Y | +121.4% | +97.5% | +23.9% | +90.7% |
| 5Y | +355.7% | +20.4% | +335.3% | +310.3% |
| All | +355.7% | +13.6% | +342.1% | +310.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling