+265.2%
SU vs MKTX
+5.0%
+260.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.2% | -0.2% | +2.5% | +2.2% |
| 30D | +8.4% | +0.7% | +7.7% | +8.4% |
| 3M | +12.1% | +40.8% | -28.7% | +8.7% |
| 6M | +19.7% | -8.0% | +27.7% | +20.0% |
| YTD | +58.4% | -8.7% | +67.1% | +58.9% |
| 1Y | +67.2% | -11.8% | +79.1% | +68.1% |
| 3Y | +125.0% | -24.0% | +149.1% | +126.3% |
| 5Y | +355.1% | -60.3% | +415.4% | +376.3% |
| All | +265.2% | +5.0% | +260.1% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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