+40.2%
EFX vs SUI
+104.3%
-64.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | -7.8% | -3.1% | -4.7% | -6.4% |
| 30D | -5.7% | -2.3% | -3.4% | -4.7% |
| 3M | +2.5% | -2.8% | +5.3% | +4.1% |
| 6M | -16.7% | -12.4% | -4.3% | -11.3% |
| YTD | -20.2% | -3.3% | -16.9% | -19.0% |
| 1Y | -31.4% | -5.8% | -25.6% | -29.6% |
| 3Y | -10.5% | +12.5% | -23.0% | -16.8% |
| 5Y | -35.2% | -32.9% | -2.4% | -25.2% |
| 10Y | +40.2% | +104.4% | -64.2% | +12.2% |
| All | +40.2% | +104.3% | -64.2% | +12.2% |
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