+265.2%
SU vs VIG
+250.0%
+15.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.9% |
| 7D | +2.2% | -1.1% | +3.3% | +3.3% |
| 30D | +8.4% | -2.7% | +11.2% | +11.4% |
| 3M | +12.1% | +2.5% | +9.5% | +8.9% |
| 6M | +19.7% | +9.2% | +10.4% | +8.4% |
| YTD | +58.4% | +9.8% | +48.6% | +42.5% |
| 1Y | +67.2% | +12.4% | +54.8% | +46.7% |
| 3Y | +125.0% | +55.9% | +69.1% | +38.2% |
| 5Y | +355.1% | +63.9% | +291.1% | +161.8% |
| All | +265.2% | +250.0% | +15.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling