+271.4%
SU vs P
+499.9%
-228.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -10.2% | -13.3% | +3.1% | -8.3% |
| 30D | -6.2% | -34.0% | +27.8% | -0.4% |
| 3M | +8.7% | +4.1% | +4.6% | +6.3% |
| 6M | +7.2% | +30.5% | -23.2% | -0.5% |
| YTD | +55.9% | +52.2% | +3.7% | +39.5% |
| 1Y | +60.4% | +10.3% | +50.1% | +49.9% |
| 3Y | +125.2% | +180.9% | -55.7% | +63.3% |
| 5Y | +216.7% | +259.7% | -43.0% | +109.4% |
| 10Y | +223.9% | +652.6% | -428.7% | +72.9% |
| All | +271.4% | +499.9% | -228.5% | +96.4% |
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