+1,643.6%
EL vs SUI
+2,873.5%
-1,229.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.2% |
| 7D | -1.1% | +8.8% | -9.8% | -4.0% |
| 30D | +15.3% | +8.9% | +6.4% | +11.7% |
| 3M | +24.2% | +2.0% | +22.2% | +23.2% |
| 6M | +30.9% | -0.6% | +31.5% | +30.9% |
| YTD | +3.9% | +1.3% | +2.5% | +3.4% |
| 1Y | +19.9% | +1.3% | +18.6% | +19.2% |
| 3Y | +2.5% | +16.3% | -13.8% | -4.0% |
| 5Y | -66.7% | -25.1% | -41.7% | -64.0% |
| 10Y | +54.9% | +121.1% | -66.2% | +14.7% |
| All | +1,643.6% | +2,873.5% | -1,229.9% | +516.6% |
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