+125.0%
SU vs TRU
-1.3%
+126.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +2.2% | -2.7% | +5.0% | +2.4% |
| 30D | +8.4% | -2.0% | +10.5% | +8.5% |
| 3M | +12.1% | +18.4% | -6.4% | +10.1% |
| 6M | +19.7% | +8.9% | +10.8% | +18.1% |
| YTD | +58.4% | -8.9% | +67.3% | +59.5% |
| 1Y | +67.2% | -15.9% | +83.1% | +70.2% |
| 3Y | +125.0% | -1.1% | +126.1% | +117.9% |
| All | +125.0% | -1.3% | +126.3% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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