+355.7%
SU vs SM
+108.0%
+247.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | +1.7% | +2.1% | -0.5% | +0.7% |
| 30D | +9.6% | +18.1% | -8.5% | +1.9% |
| 3M | +11.7% | +17.0% | -5.3% | +3.6% |
| 6M | +21.9% | +55.4% | -33.5% | -0.9% |
| YTD | +58.6% | +108.6% | -49.9% | +12.4% |
| 1Y | +66.5% | +45.7% | +20.9% | +36.4% |
| 3Y | +121.4% | -0.3% | +121.8% | +103.2% |
| 5Y | +355.7% | +113.0% | +242.7% | +182.4% |
| All | +355.7% | +108.0% | +247.7% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling