+250.6%
SU vs S
-57.1%
+307.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +8.4% | -11.4% | +19.9% | +8.9% |
| 3M | +12.1% | +33.8% | -21.7% | +10.4% |
| 6M | +19.7% | +39.5% | -19.8% | +17.5% |
| YTD | +58.4% | +31.7% | +26.7% | +55.9% |
| 1Y | +67.2% | +7.0% | +60.2% | +66.0% |
| 3Y | +125.0% | +11.8% | +113.3% | +119.5% |
| 5Y | +355.1% | -69.0% | +424.1% | +358.7% |
| All | +250.6% | -57.1% | +307.6% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling