+36.2%
EMB vs SUI
+123.0%
-86.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | -0.9% | -1.5% | +0.6% | -0.7% |
| 30D | +0.4% | +3.7% | -3.4% | -0.3% |
| 3M | -3.1% | -0.4% | -2.7% | -3.2% |
| 6M | -2.1% | -2.8% | +0.7% | -1.9% |
| YTD | -1.1% | -1.6% | +0.5% | -1.2% |
| 1Y | -0.1% | -2.1% | +2.0% | -0.1% |
| 3Y | +29.6% | +18.5% | +11.1% | +23.9% |
| 5Y | +7.2% | -26.5% | +33.7% | +10.3% |
| All | +36.2% | +123.0% | -86.8% | +22.7% |
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