+141.8%
ED vs SUI
+120.9%
+20.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -0.9% | -2.4% | +1.5% | 0.0% |
| 30D | +11.2% | +3.3% | +7.8% | +9.7% |
| 3M | +11.8% | +0.7% | +11.1% | +11.3% |
| 6M | +14.1% | -4.1% | +18.2% | +15.6% |
| YTD | +23.0% | -1.8% | +24.8% | +23.2% |
| 1Y | +23.7% | -4.1% | +27.7% | +24.9% |
| 3Y | +47.7% | +17.4% | +30.3% | +35.4% |
| 5Y | +82.6% | -27.0% | +109.6% | +99.1% |
| 10Y | +141.8% | +121.2% | +20.6% | +49.8% |
| All | +141.8% | +120.9% | +20.9% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling