+55.3%
EL vs SUI
+115.7%
-60.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.9% |
| 7D | +0.8% | +6.2% | -5.5% | -1.9% |
| 30D | +16.5% | +8.6% | +7.9% | +12.2% |
| 3M | +29.2% | +1.0% | +28.2% | +28.4% |
| 6M | +27.9% | -2.6% | +30.5% | +29.0% |
| YTD | +6.2% | -0.1% | +6.3% | +6.1% |
| 1Y | +27.2% | +0.5% | +26.7% | +26.7% |
| 3Y | +3.2% | +15.3% | -12.0% | -4.8% |
| 5Y | -66.0% | -26.1% | -39.8% | -62.6% |
| All | +55.3% | +115.7% | -60.4% | +30.1% |
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