+123.8%
SU vs REPL
-7.7%
+131.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | -1.0% | -5.7% | +4.8% | -0.8% |
| 30D | +13.7% | +22.5% | -8.8% | +13.1% |
| 3M | +8.0% | +64.7% | -56.6% | +5.6% |
| 6M | +21.0% | +83.0% | -62.0% | +15.2% |
| YTD | +56.2% | +52.0% | +4.3% | +49.4% |
| 1Y | +72.2% | +144.5% | -72.3% | +59.0% |
| 3Y | +118.1% | -25.1% | +143.1% | +96.3% |
| 5Y | +350.3% | -52.9% | +403.2% | +311.5% |
| All | +123.8% | -7.7% | +131.5% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling