+1,582.2%
EL vs SUI
+2,780.0%
-1,197.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +0.8% | -2.8% | +3.6% | +1.8% |
| 30D | +19.8% | -1.2% | +21.0% | +20.4% |
| 3M | +25.7% | -1.7% | +27.5% | +26.3% |
| 6M | +5.4% | -10.5% | +15.9% | +9.5% |
| YTD | +0.2% | -1.8% | +2.1% | +0.9% |
| 1Y | +20.4% | -4.1% | +24.5% | +22.0% |
| 3Y | -32.1% | +11.3% | -43.4% | -35.6% |
| 5Y | -67.2% | -32.1% | -35.1% | -63.3% |
| 10Y | +31.7% | +110.4% | -78.7% | -0.8% |
| All | +1,582.2% | +2,780.0% | -1,197.8% | +502.2% |
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 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