+2,845.4%
SU vs RSG
+2,015.5%
+829.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | +12.1% | +7.4% | +4.7% | +9.3% |
| 6M | +19.7% | +0.1% | +19.6% | +19.2% |
| YTD | +58.4% | +6.0% | +52.4% | +54.8% |
| 1Y | +67.2% | -3.0% | +70.2% | +68.0% |
| 3Y | +125.0% | +56.5% | +68.5% | +91.9% |
| 5Y | +355.1% | +90.9% | +264.1% | +260.6% |
| 10Y | +263.7% | +428.7% | -165.1% | +114.3% |
| All | +2,845.4% | +2,015.5% | +829.9% | +1,207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling