+355.7%
SU vs Z
-66.6%
+422.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.1% |
| 7D | +1.7% | -11.6% | +13.2% | +2.6% |
| 30D | +9.6% | -8.5% | +18.1% | +10.2% |
| 3M | +11.7% | -7.9% | +19.6% | +12.1% |
| 6M | +21.9% | -29.1% | +51.0% | +24.6% |
| YTD | +58.6% | -54.2% | +112.8% | +68.6% |
| 1Y | +66.5% | -63.5% | +130.1% | +80.9% |
| 3Y | +121.4% | -38.6% | +160.0% | +124.0% |
| 5Y | +355.7% | -66.0% | +421.7% | +387.6% |
| All | +355.7% | -66.6% | +422.3% | +387.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling