+265.2%
SU vs Z
-2.5%
+267.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.6% |
| 7D | +2.2% | -6.0% | +8.3% | +2.9% |
| 30D | +8.4% | -2.3% | +10.7% | +8.5% |
| 3M | +12.1% | -0.6% | +12.7% | +11.6% |
| 6M | +19.7% | -27.6% | +47.3% | +23.2% |
| YTD | +58.4% | -52.4% | +110.8% | +71.2% |
| 1Y | +67.2% | -63.6% | +130.8% | +86.8% |
| 3Y | +125.0% | -36.4% | +161.4% | +126.9% |
| 5Y | +355.1% | -64.6% | +419.7% | +377.9% |
| All | +265.2% | -2.5% | +267.6% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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