+555.9%
XYZ vs SU
+261.4%
+294.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -2.2% | -4.3% | +2.1% | -0.8% |
| 30D | +11.6% | -6.2% | +17.8% | +13.3% |
| 3M | +8.4% | +9.7% | -1.3% | +3.8% |
| 6M | +17.2% | +7.3% | +9.9% | +12.1% |
| YTD | +31.7% | +58.7% | -27.0% | +7.8% |
| 1Y | +30.1% | +59.7% | -29.7% | +6.1% |
| 3Y | +66.4% | +129.2% | -62.8% | +16.4% |
| 5Y | -62.2% | +223.7% | -285.8% | -77.3% |
| 10Y | +621.5% | +235.9% | +385.6% | +309.5% |
| All | +555.9% | +261.4% | +294.5% | +226.0% |
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 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