+125.0%
SU vs USFR
+14.1%
+110.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +8.4% | +0.4% | +8.1% | +8.1% |
| 3M | +12.1% | +1.0% | +11.1% | +11.1% |
| 6M | +19.7% | +2.0% | +17.7% | +18.3% |
| YTD | +58.4% | +2.8% | +55.7% | +56.0% |
| 1Y | +67.2% | +4.1% | +63.1% | +63.6% |
| 3Y | +125.0% | +14.1% | +110.9% | +144.8% |
| All | +125.0% | +14.1% | +110.9% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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