+338.3%
SU vs RUN
-81.0%
+419.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +2.2% | -3.7% | +5.9% | +2.4% |
| 30D | +8.4% | -13.0% | +21.4% | +9.1% |
| 3M | +12.1% | -31.8% | +43.9% | +14.0% |
| 6M | +19.7% | -32.2% | +51.9% | +21.2% |
| YTD | +58.4% | -53.5% | +111.9% | +62.7% |
| 1Y | +67.2% | -46.5% | +113.8% | +69.3% |
| 3Y | +125.0% | -37.6% | +162.6% | +107.1% |
| All | +338.3% | -81.0% | +419.3% | +348.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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