+586.6%
SU vs MKTX
+1,442.6%
-856.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +8.4% | +0.7% | +7.7% | +8.3% |
| 3M | +12.1% | +40.8% | -28.7% | +3.5% |
| 6M | +19.7% | -8.0% | +27.7% | +20.5% |
| YTD | +58.4% | -8.7% | +67.1% | +59.4% |
| 1Y | +67.2% | -11.8% | +79.1% | +69.2% |
| 3Y | +125.0% | -24.0% | +149.1% | +128.1% |
| 5Y | +355.1% | -60.3% | +415.4% | +417.6% |
| 10Y | +263.7% | +5.0% | +258.7% | +204.9% |
| All | +586.6% | +1,442.6% | -856.0% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling