+160.9%
EFV vs SUI
+120.9%
+40.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -1.0% | -2.4% | +1.4% | -0.3% |
| 30D | +3.1% | +3.3% | -0.3% | +2.0% |
| 3M | -1.2% | +0.7% | -1.9% | -1.6% |
| 6M | +5.6% | -4.1% | +9.8% | +6.5% |
| YTD | +15.8% | -1.8% | +17.6% | +15.7% |
| 1Y | +20.0% | -4.1% | +24.1% | +20.7% |
| 3Y | +91.0% | +17.4% | +73.6% | +77.5% |
| 5Y | +93.7% | -27.0% | +120.7% | +106.0% |
| 10Y | +160.9% | +121.2% | +39.7% | +124.2% |
| All | +160.9% | +120.9% | +40.0% | +124.2% |
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