+314.7%
SU vs PL
+41.8%
+272.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.6% |
| 7D | +0.3% | +22.3% | -21.9% | -0.9% |
| 30D | -7.9% | -8.3% | +0.5% | -7.6% |
| 3M | +9.2% | -43.3% | +52.4% | +12.3% |
| 6M | +5.5% | -65.8% | +71.3% | +11.0% |
| YTD | +59.5% | -29.5% | +89.0% | +58.8% |
| 1Y | +59.9% | +11.7% | +48.2% | +53.9% |
| 3Y | +130.3% | +540.6% | -410.3% | +84.8% |
| 5Y | +225.3% | +32.9% | +192.4% | +183.8% |
| All | +314.7% | +41.8% | +272.9% | +261.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling