+278.4%
TER vs SU
+120.3%
+158.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +9.4% | +1.7% | +7.7% | +8.9% |
| 30D | -2.4% | +9.6% | -12.1% | -5.0% |
| 3M | +6.5% | +11.7% | -5.2% | +3.2% |
| 6M | +23.2% | +21.9% | +1.3% | +12.4% |
| YTD | +91.5% | +58.6% | +32.8% | +56.5% |
| 1Y | +214.8% | +66.5% | +148.3% | +151.3% |
| All | +278.4% | +120.3% | +158.1% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling