+22.3%
EL vs SUI
+1.6%
+20.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.2% | +3.2% |
| 7D | +2.5% | +10.0% | -7.5% | -3.3% |
| 30D | +20.1% | +8.4% | +11.7% | +13.9% |
| 3M | +29.3% | +0.7% | +28.6% | +28.5% |
| 6M | +38.8% | -0.9% | +39.7% | +39.5% |
| YTD | +8.1% | +0.6% | +7.5% | +9.2% |
| 1Y | +22.3% | +0.8% | +21.6% | +24.9% |
| All | +22.3% | +1.6% | +20.7% | +24.9% |
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