+338.3%
SU vs RNG
-68.4%
+406.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +2.2% | -6.1% | +8.3% | +2.6% |
| 30D | +8.4% | +9.6% | -1.2% | +7.8% |
| 3M | +12.1% | +83.3% | -71.2% | +7.7% |
| 6M | +19.7% | +77.9% | -58.3% | +14.8% |
| YTD | +58.4% | +139.9% | -81.5% | +47.7% |
| 1Y | +67.2% | +121.7% | -54.4% | +56.7% |
| 3Y | +125.0% | +121.9% | +3.2% | +106.4% |
| All | +338.3% | -68.4% | +406.7% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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