+64.9%
EL vs SUI
+117.1%
-52.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +7.6% | +3.4% | +4.2% | +6.1% |
| 30D | +15.7% | +4.6% | +11.1% | +13.2% |
| 3M | +30.5% | +1.6% | +28.9% | +29.4% |
| 6M | +32.5% | -3.5% | +36.0% | +34.1% |
| YTD | +9.4% | -1.0% | +10.5% | +9.8% |
| 1Y | +28.4% | -1.7% | +30.1% | +29.1% |
| 3Y | +4.4% | +18.4% | -13.9% | -4.8% |
| 5Y | -64.5% | -26.3% | -38.2% | -60.9% |
| 10Y | +64.9% | +123.3% | -58.5% | +41.2% |
| All | +64.9% | +117.1% | -52.2% | +41.2% |
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