+125.4%
SU vs ROP
-19.1%
+144.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +1.7% | -8.0% | +9.7% | +2.5% |
| 30D | +9.6% | -2.7% | +12.4% | +9.9% |
| 3M | +11.7% | +16.6% | -4.9% | +9.4% |
| 6M | +21.9% | +10.4% | +11.5% | +20.1% |
| YTD | +58.6% | -12.1% | +70.7% | +62.0% |
| 1Y | +66.5% | -23.6% | +90.1% | +75.2% |
| All | +125.4% | -19.1% | +144.5% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling