+366.2%
EFA vs SUI
+1,329.7%
-963.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -1.4% | +6.2% | -7.6% | -3.6% |
| 30D | -1.2% | +8.6% | -9.8% | -4.3% |
| 3M | -5.1% | +1.0% | -6.1% | -5.8% |
| 6M | -1.2% | -2.6% | +1.3% | -1.0% |
| YTD | +7.8% | -0.1% | +7.9% | +6.9% |
| 1Y | +12.2% | +0.5% | +11.7% | +10.9% |
| 3Y | +61.5% | +15.3% | +46.3% | +48.3% |
| 5Y | +45.8% | -26.1% | +71.9% | +55.5% |
| 10Y | +141.8% | +117.8% | +24.0% | +60.0% |
| All | +366.2% | +1,329.7% | -963.5% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling