-25.6%
EFX vs SUI
-2.0%
-23.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.2% |
| 7D | -8.6% | -2.8% | -5.8% | -7.1% |
| 30D | +0.1% | -1.2% | +1.3% | +0.7% |
| 3M | +3.8% | -1.7% | +5.6% | +5.0% |
| 6M | -13.5% | -10.5% | -3.0% | -9.5% |
| YTD | -17.7% | -1.8% | -15.8% | -16.5% |
| 1Y | -25.6% | -4.1% | -21.5% | -22.4% |
| All | -25.6% | -2.0% | -23.5% | -22.4% |
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 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