+529.4%
XYZ vs SU
+263.1%
+266.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -2.1% | +0.3% | -2.5% | -2.3% |
| 30D | +7.0% | -7.9% | +14.9% | +9.4% |
| 3M | +5.1% | +9.2% | -4.1% | +0.8% |
| 6M | +14.1% | +5.5% | +8.6% | +9.9% |
| YTD | +26.4% | +59.5% | -33.1% | +3.3% |
| 1Y | +25.1% | +59.9% | -34.9% | +2.0% |
| 3Y | +59.7% | +130.3% | -70.6% | +11.5% |
| 5Y | -63.8% | +225.3% | -289.1% | -78.3% |
| 10Y | +592.4% | +237.5% | +354.9% | +292.3% |
| All | +529.4% | +263.1% | +266.3% | +212.4% |
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