-62.8%
W vs SU
+341.5%
-404.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -5.6% | +9.6% | -15.2% | -8.1% |
| 3M | +41.9% | +11.7% | +30.2% | +35.8% |
| 6M | +30.2% | +21.9% | +8.3% | +17.8% |
| YTD | -2.9% | +58.6% | -61.6% | -21.7% |
| 1Y | +11.6% | +66.5% | -54.9% | -12.2% |
| 3Y | +37.0% | +121.4% | -84.5% | -4.7% |
| 5Y | -62.8% | +355.7% | -418.6% | -80.6% |
| All | -62.8% | +341.5% | -404.3% | -80.6% |
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