+260.3%
SU vs Z
+25.1%
+235.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +3.6% | -3.0% | +6.6% | +3.9% |
| 30D | +7.9% | -4.2% | +12.0% | +8.2% |
| 3M | +3.5% | -3.7% | +7.2% | +3.5% |
| 6M | +19.0% | -24.5% | +43.5% | +22.0% |
| YTD | +55.0% | -49.3% | +104.3% | +66.4% |
| 1Y | +71.2% | -58.7% | +129.9% | +88.2% |
| 3Y | +117.4% | -34.1% | +151.6% | +118.6% |
| 5Y | +335.2% | -64.5% | +399.7% | +357.8% |
| 10Y | +248.7% | -0.5% | +249.2% | +170.8% |
| All | +260.3% | +25.1% | +235.2% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling