+533.2%
XYZ vs SU
+252.8%
+280.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.0% | +3.6% | -4.5% | -2.3% |
| 30D | -1.7% | +7.9% | -9.6% | -4.5% |
| 3M | +16.7% | +3.5% | +13.2% | +14.5% |
| 6M | +26.9% | +19.0% | +7.9% | +16.9% |
| YTD | +27.1% | +55.0% | -27.8% | +5.9% |
| 1Y | +9.3% | +71.2% | -62.0% | -12.6% |
| 3Y | +42.3% | +117.4% | -75.2% | +1.9% |
| 5Y | -69.3% | +335.2% | -404.5% | -83.4% |
| 10Y | +586.8% | +248.7% | +338.1% | +286.9% |
| All | +533.2% | +252.8% | +280.4% | +220.4% |
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