+17.2%
XYZ vs SU
+7.7%
+9.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.9% |
| 7D | -2.2% | -4.3% | +2.1% | -3.7% |
| 30D | +11.6% | -6.2% | +17.8% | +9.0% |
| 3M | +8.4% | +9.7% | -1.3% | +10.9% |
| 6M | +17.2% | +7.3% | +9.9% | +20.8% |
| All | +17.2% | +7.7% | +9.4% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling