+158.9%
SU vs VIG
+614.0%
-455.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.3% |
| 7D | +1.6% | -1.2% | +2.7% | +3.0% |
| 30D | +10.7% | -2.8% | +13.6% | +14.6% |
| 3M | +13.5% | +2.5% | +11.0% | +9.6% |
| 6M | +21.8% | +8.1% | +13.7% | +9.3% |
| YTD | +58.8% | +9.6% | +49.3% | +39.9% |
| 1Y | +72.0% | +14.2% | +57.9% | +43.6% |
| 3Y | +121.7% | +56.1% | +65.6% | +22.5% |
| 5Y | +350.4% | +62.8% | +287.6% | +131.6% |
| 10Y | +264.7% | +248.2% | +16.5% | -33.2% |
| All | +158.9% | +614.0% | -455.1% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling