+318.5%
SU vs PL
+40.9%
+277.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +0.9% |
| 7D | +1.7% | +10.0% | -8.3% | +1.1% |
| 30D | -7.9% | -2.3% | -5.6% | -7.9% |
| 3M | +7.5% | -44.2% | +51.7% | +10.7% |
| 6M | +7.2% | -66.1% | +73.3% | +12.9% |
| YTD | +60.9% | -30.0% | +90.9% | +60.3% |
| 1Y | +63.6% | +21.0% | +42.6% | +56.6% |
| 3Y | +128.9% | +516.5% | -387.6% | +84.2% |
| 5Y | +228.3% | +32.0% | +196.2% | +186.4% |
| All | +318.5% | +40.9% | +277.6% | +264.5% |
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