+269.1%
SU vs P
+485.4%
-216.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +3.6% | +6.5% | -3.0% | +2.4% |
| 30D | +7.9% | +18.8% | -11.0% | +4.4% |
| 3M | +3.5% | +26.7% | -23.2% | -1.6% |
| 6M | +19.0% | +62.2% | -43.2% | +7.3% |
| YTD | +55.0% | +48.5% | +6.5% | +40.9% |
| 1Y | +71.2% | +26.4% | +44.8% | +57.3% |
| 3Y | +117.4% | +159.4% | -42.0% | +61.8% |
| 5Y | +335.2% | +275.8% | +59.4% | +187.4% |
| 10Y | +248.7% | +732.0% | -483.3% | +85.5% |
| All | +269.1% | +485.4% | -216.2% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling