+265.2%
SU vs ROP
+135.6%
+129.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.2% | -4.6% | +6.8% | +4.3% |
| 30D | +8.4% | -1.7% | +10.1% | +9.0% |
| 3M | +12.1% | +17.1% | -5.0% | +3.2% |
| 6M | +19.7% | +10.9% | +8.8% | +12.5% |
| YTD | +58.4% | -12.1% | +70.5% | +65.4% |
| 1Y | +67.2% | -24.2% | +91.5% | +87.7% |
| 3Y | +125.0% | -20.4% | +145.4% | +140.2% |
| 5Y | +355.1% | -15.4% | +370.4% | +358.5% |
| All | +265.2% | +135.6% | +129.5% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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