+63.0%
EL vs SUI
+120.9%
-57.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +0.3% | -2.4% | +2.7% | +1.3% |
| 30D | +12.3% | +3.3% | +8.9% | +10.5% |
| 3M | +28.4% | +0.7% | +27.7% | +27.8% |
| 6M | +36.7% | -4.1% | +40.9% | +38.8% |
| YTD | +8.4% | -1.8% | +10.2% | +9.1% |
| 1Y | +25.4% | -4.1% | +29.5% | +27.4% |
| 3Y | +3.4% | +17.4% | -14.0% | -5.3% |
| 5Y | -64.8% | -27.0% | -37.8% | -61.1% |
| 10Y | +63.0% | +121.2% | -58.2% | +40.1% |
| All | +63.0% | +120.9% | -57.9% | +40.1% |
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