+338.3%
SU vs RSG
+89.9%
+248.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +8.4% | +4.0% | +4.5% | +7.2% |
| 3M | +12.1% | +7.4% | +4.7% | +9.5% |
| 6M | +19.7% | +0.1% | +19.6% | +19.3% |
| YTD | +58.4% | +6.0% | +52.4% | +55.1% |
| 1Y | +67.2% | -3.0% | +70.2% | +68.1% |
| 3Y | +125.0% | +56.5% | +68.5% | +90.2% |
| All | +338.3% | +89.9% | +248.4% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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