+355.7%
SU vs SFM
+212.1%
+143.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +1.7% | -8.8% | +10.4% | +2.1% |
| 30D | +9.6% | -14.5% | +24.1% | +10.4% |
| 3M | +11.7% | -16.8% | +28.6% | +12.6% |
| 6M | +21.9% | -5.3% | +27.3% | +21.8% |
| YTD | +58.6% | -9.4% | +68.0% | +58.8% |
| 1Y | +66.5% | -46.2% | +112.7% | +71.7% |
| 3Y | +121.4% | +81.3% | +40.2% | +114.0% |
| 5Y | +355.7% | +211.9% | +143.8% | +320.5% |
| All | +355.7% | +212.1% | +143.6% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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