+69.5%
T vs SU
+348.9%
-279.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | +2.2% | -0.7% | +1.2% |
| 30D | +7.5% | +8.4% | -1.0% | +6.4% |
| 3M | +14.8% | +12.1% | +2.7% | +13.0% |
| 6M | -1.7% | +19.7% | -21.4% | -4.1% |
| YTD | +8.7% | +58.4% | -49.7% | +2.6% |
| 1Y | -7.5% | +67.2% | -74.7% | -13.3% |
| 3Y | +110.2% | +125.0% | -14.8% | +87.2% |
| All | +69.5% | +348.9% | -279.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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