+350.4%
SU vs P
+274.2%
+76.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.0% |
| 7D | +1.6% | +5.0% | -3.4% | +1.1% |
| 30D | +10.7% | -0.9% | +11.7% | +10.6% |
| 3M | +13.5% | +38.7% | -25.2% | +9.4% |
| 6M | +21.8% | +54.4% | -32.6% | +15.5% |
| YTD | +58.8% | +44.8% | +14.0% | +50.9% |
| 1Y | +72.0% | +22.5% | +49.5% | +64.3% |
| 3Y | +121.7% | +148.2% | -26.5% | +83.5% |
| 5Y | +350.4% | +268.9% | +81.5% | +248.5% |
| All | +350.4% | +274.2% | +76.2% | +248.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling