+265.2%
SU vs P
+718.8%
-453.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -0.9% |
| 7D | +2.2% | -1.3% | +3.6% | +2.4% |
| 30D | +8.4% | -11.9% | +20.3% | +10.4% |
| 3M | +12.1% | +41.6% | -29.5% | +4.4% |
| 6M | +19.7% | +58.1% | -38.5% | +8.1% |
| YTD | +58.4% | +46.5% | +11.9% | +44.0% |
| 1Y | +67.2% | +19.1% | +48.2% | +55.0% |
| 3Y | +125.0% | +150.6% | -25.5% | +66.6% |
| 5Y | +355.1% | +271.8% | +83.3% | +194.5% |
| All | +265.2% | +718.8% | -453.7% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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