+261.0%
SU vs RUN
-32.6%
+293.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.2% | +2.1% |
| 7D | +1.6% | -1.8% | +3.4% | +1.7% |
| 30D | +10.7% | -10.8% | +21.6% | +11.7% |
| 3M | +13.5% | -30.2% | +43.7% | +16.4% |
| 6M | +21.8% | -22.3% | +44.1% | +22.9% |
| YTD | +58.8% | -52.2% | +111.0% | +65.6% |
| 1Y | +72.0% | -45.1% | +117.1% | +75.4% |
| 3Y | +121.7% | -37.1% | +158.8% | +96.7% |
| 5Y | +350.4% | -80.3% | +430.7% | +331.7% |
| 10Y | +264.7% | +45.2% | +219.5% | +138.3% |
| All | +261.0% | -32.6% | +293.6% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling