+37.4%
ED vs SUI
+12.1%
+25.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -0.2% | -2.8% | +2.6% | +0.7% |
| 30D | -0.1% | -1.2% | +1.0% | +0.2% |
| 3M | +3.9% | -1.7% | +5.7% | +4.4% |
| 6M | -3.0% | -10.5% | +7.4% | +0.1% |
| YTD | +10.7% | -1.8% | +12.5% | +11.0% |
| 1Y | +13.3% | -4.1% | +17.4% | +14.4% |
| All | +37.4% | +12.1% | +25.3% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling