+75.8%
SU vs Q
+75.4%
+0.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | +1.7% | +4.1% | -2.4% | +1.7% |
| 30D | +9.6% | -10.7% | +20.4% | +9.5% |
| 3M | +11.7% | -11.7% | +23.4% | +11.5% |
| 6M | +21.9% | +8.3% | +13.6% | +21.7% |
| YTD | +58.6% | +51.3% | +7.3% | +57.5% |
| All | +75.8% | +75.4% | +0.4% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling