+1,851.9%
TER vs SU
+267.2%
+1,584.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +6.4% | +2.2% | +4.1% | +5.7% |
| 30D | -5.7% | +8.4% | -14.1% | -8.1% |
| 3M | -0.4% | +12.1% | -12.5% | -4.4% |
| 6M | +25.8% | +19.7% | +6.2% | +17.0% |
| YTD | +96.4% | +58.4% | +38.0% | +67.0% |
| 1Y | +229.2% | +67.2% | +162.0% | +174.8% |
| 3Y | +288.1% | +125.0% | +163.1% | +191.2% |
| 5Y | +219.9% | +355.1% | -135.1% | +87.4% |
| All | +1,851.9% | +267.2% | +1,584.7% | +1,092.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling