-68.4%
XYZ vs SU
+360.6%
-429.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.4% |
| 7D | -3.7% | +1.6% | -5.3% | -4.2% |
| 30D | +0.5% | +10.7% | -10.2% | -2.9% |
| 3M | +16.3% | +13.5% | +2.8% | +10.7% |
| 6M | +21.1% | +21.8% | -0.7% | +10.9% |
| YTD | +22.0% | +58.8% | -36.9% | +0.5% |
| 1Y | +5.2% | +72.0% | -66.9% | -16.3% |
| 3Y | +49.6% | +121.7% | -72.1% | +5.0% |
| 5Y | -68.4% | +350.4% | -418.8% | -83.0% |
| All | -68.4% | +360.6% | -429.0% | -83.0% |
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