+265.2%
SU vs VMC
+156.6%
+108.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +2.2% | -3.8% | +6.0% | +3.6% |
| 30D | +8.4% | -9.7% | +18.1% | +12.3% |
| 3M | +12.1% | -9.6% | +21.7% | +15.1% |
| 6M | +19.7% | -4.8% | +24.5% | +19.2% |
| YTD | +58.4% | -10.9% | +69.3% | +61.0% |
| 1Y | +67.2% | -15.6% | +82.8% | +73.4% |
| 3Y | +125.0% | +19.3% | +105.7% | +94.4% |
| 5Y | +355.1% | +48.0% | +307.1% | +244.7% |
| All | +265.2% | +156.6% | +108.6% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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