+125.0%
SU vs RRX
+5.4%
+119.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.5% |
| 7D | +2.2% | -0.3% | +2.6% | +2.2% |
| 30D | +8.4% | -6.1% | +14.6% | +9.1% |
| 3M | +12.1% | -23.1% | +35.1% | +14.4% |
| 6M | +19.7% | -19.5% | +39.2% | +20.7% |
| YTD | +58.4% | +16.1% | +42.3% | +49.8% |
| 1Y | +67.2% | +12.9% | +54.3% | +58.3% |
| 3Y | +125.0% | +7.9% | +117.1% | +112.0% |
| All | +125.0% | +5.4% | +119.7% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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