+215.1%
SU vs PL
+20.8%
+194.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.8% | -1.0% |
| 7D | -13.4% | -6.8% | -6.6% | -13.1% |
| 30D | +0.9% | -29.3% | +30.2% | +2.6% |
| 3M | +12.8% | -44.8% | +57.5% | +16.2% |
| 6M | +8.3% | -68.4% | +76.7% | +14.4% |
| YTD | +58.2% | -36.4% | +94.6% | +58.5% |
| 1Y | +67.1% | +0.7% | +66.4% | +61.8% |
| 3Y | +125.6% | +455.3% | -329.7% | +82.8% |
| All | +215.1% | +20.8% | +194.4% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling