+125.0%
SU vs NWSA
+43.3%
+81.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.2% | -2.8% | +5.0% | +2.6% |
| 30D | +8.4% | +3.0% | +5.4% | +8.0% |
| 3M | +12.1% | +12.3% | -0.2% | +10.1% |
| 6M | +19.7% | +21.9% | -2.2% | +15.5% |
| YTD | +58.4% | +13.6% | +44.8% | +55.0% |
| 1Y | +67.2% | +0.5% | +66.7% | +69.0% |
| 3Y | +125.0% | +43.8% | +81.3% | +113.3% |
| All | +125.0% | +43.3% | +81.8% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling