+599.1%
XYZ vs SU
+267.2%
+331.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.3% | +2.2% | -6.5% | -5.0% |
| 30D | +1.2% | +8.4% | -7.3% | -1.8% |
| 3M | +14.6% | +12.1% | +2.6% | +9.3% |
| 6M | +22.6% | +19.7% | +2.9% | +12.8% |
| YTD | +21.7% | +58.4% | -36.7% | +0.6% |
| 1Y | +6.7% | +67.2% | -60.5% | -13.8% |
| 3Y | +46.8% | +125.0% | -78.2% | +4.0% |
| 5Y | -68.0% | +355.1% | -423.1% | -83.0% |
| All | +599.1% | +267.2% | +331.9% | +332.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling