+75.5%
SU vs Q
+79.8%
-4.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | +2.2% | +4.9% | -2.7% | +2.3% |
| 30D | +8.4% | -11.0% | +19.4% | +8.3% |
| 3M | +12.1% | -15.2% | +27.3% | +12.0% |
| 6M | +19.7% | +8.8% | +10.8% | +19.6% |
| YTD | +58.4% | +55.1% | +3.3% | +57.3% |
| All | +75.5% | +79.8% | -4.2% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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