+18.3%
EFV vs SUI
-1.1%
+19.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.7% | +6.2% | -6.9% | -1.7% |
| 30D | +0.9% | +8.6% | -7.7% | -0.7% |
| 3M | -3.6% | +1.0% | -4.5% | -3.9% |
| 6M | +2.5% | -2.6% | +5.1% | +2.7% |
| YTD | +13.2% | -0.1% | +13.3% | +13.1% |
| All | +18.3% | -1.1% | +19.4% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling