-30.7%
EFX vs SUI
-26.4%
-4.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -0.8% | -1.5% | +0.7% | +0.1% |
| 30D | +25.1% | +3.7% | +21.4% | +22.6% |
| 3M | +1.7% | -0.4% | +2.1% | +1.8% |
| 6M | +18.4% | -2.8% | +21.1% | +20.3% |
| YTD | -12.5% | -1.6% | -10.9% | -11.9% |
| 1Y | -8.1% | -2.1% | -6.0% | -7.3% |
| 3Y | +4.8% | +18.5% | -13.7% | -7.8% |
| All | -30.7% | -26.4% | -4.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling