+211.9%
TER vs SU
+341.5%
-129.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +9.4% | +1.7% | +7.7% | +8.8% |
| 30D | -2.4% | +9.6% | -12.1% | -5.2% |
| 3M | +6.5% | +11.7% | -5.2% | +2.6% |
| 6M | +23.2% | +21.9% | +1.3% | +13.3% |
| YTD | +91.5% | +58.6% | +32.8% | +60.7% |
| 1Y | +214.8% | +66.5% | +148.3% | +159.3% |
| 3Y | +275.3% | +121.4% | +153.9% | +177.6% |
| 5Y | +211.9% | +355.7% | -143.8% | +75.0% |
| All | +211.9% | +341.5% | -129.6% | +75.0% |
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