+127.3%
SU vs REPL
-17.3%
+144.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.2% | +0.1% |
| 7D | +1.7% | -13.4% | +15.1% | +2.0% |
| 30D | +9.6% | -3.0% | +12.6% | +9.6% |
| 3M | +11.7% | +56.3% | -44.6% | +9.3% |
| 6M | +21.9% | +60.9% | -39.0% | +16.5% |
| YTD | +58.6% | +36.2% | +22.4% | +52.1% |
| 1Y | +66.5% | +121.0% | -54.5% | +54.1% |
| 3Y | +121.4% | -32.8% | +154.3% | +99.8% |
| 5Y | +355.7% | -58.7% | +414.4% | +318.3% |
| All | +127.3% | -17.3% | +144.5% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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