+86.2%
SU vs PL
-0.6%
+86.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.4% | +1.8% | -4.4% |
| 7D | -7.1% | -11.7% | +4.6% | -6.9% |
| 30D | +4.8% | -27.1% | +31.9% | +5.4% |
| 3M | +12.5% | -44.6% | +57.1% | +13.9% |
| 6M | +6.5% | -67.2% | +73.6% | +9.5% |
| YTD | +65.8% | -35.9% | +101.7% | +67.1% |
| 1Y | +86.2% | -0.4% | +86.5% | +86.3% |
| All | +86.2% | -0.6% | +86.8% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling