+236.3%
SU vs USFR
+27.6%
+208.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +10.7% | +0.3% | +10.5% | +10.6% |
| 3M | +13.5% | +1.0% | +12.5% | +13.2% |
| 6M | +21.8% | +1.9% | +19.9% | +21.2% |
| YTD | +58.8% | +2.7% | +56.2% | +57.8% |
| 1Y | +72.0% | +4.0% | +68.0% | +70.3% |
| 3Y | +121.7% | +14.0% | +107.7% | +114.9% |
| 5Y | +350.4% | +20.4% | +330.0% | +330.5% |
| 10Y | +264.7% | +28.0% | +236.7% | +243.6% |
| All | +236.3% | +27.6% | +208.7% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling