-66.5%
U vs SU
+348.9%
-415.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +5.5% | +2.2% | +3.3% | +4.9% |
| 30D | -1.3% | +8.4% | -9.7% | -3.3% |
| 3M | +64.6% | +12.1% | +52.5% | +58.9% |
| 6M | +119.4% | +19.7% | +99.7% | +105.9% |
| YTD | -0.5% | +58.4% | -58.9% | -15.1% |
| 1Y | +1.3% | +67.2% | -65.9% | -15.3% |
| 3Y | +15.6% | +125.0% | -109.4% | -13.3% |
| All | -66.5% | +348.9% | -415.4% | -80.0% |
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