+265.2%
SU vs SM
+23.0%
+242.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | +4.6% | -2.3% | +0.9% |
| 30D | +8.4% | +18.2% | -9.8% | +3.1% |
| 3M | +12.1% | +22.5% | -10.4% | +5.2% |
| 6M | +19.7% | +50.6% | -30.9% | +5.2% |
| YTD | +58.4% | +108.1% | -49.7% | +25.9% |
| 1Y | +67.2% | +46.0% | +21.2% | +46.2% |
| 3Y | +125.0% | +2.9% | +122.2% | +111.6% |
| 5Y | +355.1% | +112.6% | +242.5% | +243.3% |
| All | +265.2% | +23.0% | +242.2% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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