+242.9%
SU vs S
-56.8%
+299.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +3.6% | -7.7% | +11.3% | +3.9% |
| 30D | +7.9% | -5.3% | +13.2% | +8.1% |
| 3M | +3.5% | +20.3% | -16.8% | +2.5% |
| 6M | +19.0% | +47.4% | -28.4% | +16.5% |
| YTD | +55.0% | +32.5% | +22.4% | +52.4% |
| 1Y | +71.2% | +9.5% | +61.7% | +69.7% |
| 3Y | +117.4% | +15.5% | +101.9% | +111.7% |
| 5Y | +335.2% | -71.2% | +406.4% | +339.1% |
| All | +242.9% | -56.8% | +299.7% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling