+250.5%
SU vs NWSA
+120.6%
+129.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +1.7% | -4.8% | +6.4% | +3.7% |
| 30D | +9.6% | +3.0% | +6.7% | +8.2% |
| 3M | +11.7% | +9.3% | +2.4% | +7.0% |
| 6M | +21.9% | +23.2% | -1.3% | +10.4% |
| YTD | +58.6% | +13.3% | +45.3% | +47.9% |
| 1Y | +66.5% | +2.9% | +63.6% | +61.1% |
| 3Y | +121.4% | +43.3% | +78.1% | +81.1% |
| 5Y | +355.7% | +40.9% | +314.8% | +260.9% |
| 10Y | +264.2% | +148.1% | +116.1% | +103.8% |
| All | +250.5% | +120.6% | +129.9% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling