+263.8%
SU vs TRU
+225.6%
+38.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | -9.4% | +11.0% | +4.4% |
| 30D | +9.6% | -4.1% | +13.7% | +10.7% |
| 3M | +11.7% | +13.6% | -1.9% | +6.6% |
| 6M | +21.9% | +3.6% | +18.3% | +18.3% |
| YTD | +58.6% | -9.8% | +68.5% | +59.2% |
| 1Y | +66.5% | -13.6% | +80.2% | +68.3% |
| 3Y | +121.4% | -2.0% | +123.4% | +101.4% |
| 5Y | +355.7% | -35.8% | +391.5% | +385.0% |
| 10Y | +264.2% | +142.9% | +121.3% | +130.5% |
| All | +263.8% | +225.6% | +38.2% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling