+312.6%
SU vs PL
+70.3%
+242.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | 0.0% |
| 7D | +1.7% | -9.0% | +10.7% | +2.2% |
| 30D | +9.6% | -29.6% | +39.2% | +11.8% |
| 3M | +11.7% | -45.7% | +57.4% | +15.3% |
| 6M | +21.9% | -34.3% | +56.2% | +22.9% |
| YTD | +58.6% | -15.4% | +74.0% | +56.9% |
| 1Y | +66.5% | +86.1% | -19.5% | +55.3% |
| 3Y | +121.4% | +509.1% | -387.7% | +79.3% |
| 5Y | +355.7% | +68.3% | +287.4% | +291.5% |
| All | +312.6% | +70.3% | +242.3% | +256.9% |
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