+165.0%
W vs SU
+188.4%
-23.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +6.5% | -1.0% | +7.5% | +6.8% |
| 30D | -6.2% | +13.7% | -19.9% | -10.3% |
| 3M | +48.9% | +8.0% | +40.9% | +43.0% |
| 6M | +31.2% | +21.0% | +10.2% | +19.3% |
| YTD | -0.4% | +56.2% | -56.7% | -17.8% |
| 1Y | +14.8% | +72.2% | -57.4% | -8.8% |
| 3Y | +40.5% | +118.1% | -77.6% | +1.9% |
| 5Y | -62.1% | +350.3% | -412.5% | -79.2% |
| 10Y | +141.5% | +248.5% | -106.9% | +28.8% |
| All | +165.0% | +188.4% | -23.4% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling