+3,527.1%
EFX vs SUI
+4,037.5%
-510.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.2% |
| 7D | -8.6% | -2.8% | -5.8% | -7.6% |
| 30D | +0.1% | -1.2% | +1.3% | +0.5% |
| 3M | +3.8% | -1.7% | +5.6% | +4.7% |
| 6M | -13.5% | -10.5% | -3.0% | -9.8% |
| YTD | -17.7% | -1.8% | -15.8% | -17.2% |
| 1Y | -25.6% | -4.1% | -21.5% | -24.5% |
| 3Y | -12.1% | +11.3% | -23.3% | -16.4% |
| 5Y | -33.8% | -32.1% | -1.7% | -25.3% |
| 10Y | +45.1% | +110.4% | -65.3% | +8.1% |
| All | +3,527.1% | +4,037.5% | -510.4% | +1,218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling