+383.4%
EFA vs SU
+1,673.7%
-1,290.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.4% | +1.7% | -4.0% | -2.9% |
| 30D | -2.2% | +9.6% | -11.9% | -5.0% |
| 3M | +5.7% | +11.7% | -6.1% | +1.6% |
| 6M | +8.2% | +21.9% | -13.7% | +0.6% |
| YTD | +11.8% | +58.6% | -46.9% | -4.3% |
| 1Y | +18.3% | +66.5% | -48.2% | -0.5% |
| 3Y | +64.9% | +121.4% | -56.5% | +24.3% |
| 5Y | +52.4% | +355.7% | -303.3% | -12.7% |
| 10Y | +142.4% | +264.2% | -121.8% | +34.2% |
| All | +383.4% | +1,673.7% | -1,290.3% | +75.7% |
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