+59.9%
SU vs PR
+76.2%
-16.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.8% |
| 7D | +0.3% | +6.7% | -6.4% | -3.7% |
| 30D | -7.9% | -6.1% | -1.7% | -4.1% |
| 3M | +9.2% | +6.9% | +2.3% | +4.8% |
| 6M | +5.5% | +14.6% | -9.1% | -3.3% |
| YTD | +59.5% | +66.1% | -6.7% | +22.8% |
| 1Y | +59.9% | +77.0% | -17.1% | +19.2% |
| All | +59.9% | +76.2% | -16.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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