+226.2%
SU vs REPL
-35.0%
+261.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | -7.9% | +92.2% | -100.1% | -8.0% |
| 3M | +7.5% | +44.1% | -36.6% | +7.4% |
| 6M | +7.2% | +313.0% | -305.8% | +6.6% |
| YTD | +60.9% | +125.2% | -64.3% | +60.2% |
| 1Y | +63.6% | +143.8% | -80.1% | +62.8% |
| 3Y | +128.9% | +104.2% | +24.7% | +119.9% |
| All | +226.2% | -35.0% | +261.2% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling