+125.4%
SU vs SM
-0.7%
+126.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +1.7% | +2.1% | -0.5% | +0.8% |
| 30D | +9.6% | +18.1% | -8.5% | +2.6% |
| 3M | +11.7% | +17.0% | -5.3% | +4.2% |
| 6M | +21.9% | +55.4% | -33.5% | +1.2% |
| YTD | +58.6% | +108.6% | -49.9% | +16.3% |
| 1Y | +66.5% | +45.7% | +20.9% | +40.0% |
| All | +125.4% | -0.7% | +126.1% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling