+61,756.5%
SU vs VMC
+3,191.4%
+58,565.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | -1.0% | -0.5% | -0.4% | -0.8% |
| 30D | +13.7% | -9.1% | +22.8% | +16.3% |
| 3M | +8.0% | -4.1% | +12.2% | +8.4% |
| 6M | +21.0% | -5.5% | +26.5% | +21.2% |
| YTD | +56.2% | -8.9% | +65.2% | +57.5% |
| 1Y | +72.2% | -12.9% | +85.1% | +75.3% |
| 3Y | +118.1% | +22.1% | +95.9% | +100.0% |
| 5Y | +350.3% | +52.7% | +297.6% | +284.5% |
| 10Y | +248.5% | +152.7% | +95.7% | +158.3% |
| All | +61,756.5% | +3,191.4% | +58,565.0% | +260,161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling