+31.1%
EMB vs SUI
+12.1%
+19.0%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | -0.3% | -1.2% | +0.9% | -0.2% |
| 3M | -0.4% | -1.7% | +1.3% | -0.3% |
| 6M | +0.1% | -10.5% | +10.6% | +1.3% |
| YTD | +1.6% | -1.8% | +3.4% | +1.6% |
| 1Y | +5.6% | -4.1% | +9.7% | +5.9% |
| All | +31.1% | +12.1% | +19.0% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling