+70.2%
EFX vs SUI
+118.5%
-48.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | +2.7% | +6.2% | -3.5% | -0.2% |
| 30D | +33.1% | +8.6% | +24.5% | +28.0% |
| 3M | +8.2% | +1.0% | +7.2% | +7.7% |
| 6M | +10.2% | -2.6% | +12.8% | +11.7% |
| YTD | -11.8% | -0.1% | -11.7% | -11.9% |
| 1Y | -6.1% | +0.5% | -6.6% | -6.4% |
| 3Y | +7.5% | +15.3% | -7.8% | -1.0% |
| 5Y | -30.7% | -26.1% | -4.5% | -23.1% |
| All | +70.2% | +118.5% | -48.3% | +37.1% |
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