+127.9%
EMB vs SUI
+1,439.0%
-1,311.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | +1.5% | +3.3% | -1.8% | +1.2% |
| 3M | -1.6% | +0.7% | -2.3% | -1.7% |
| 6M | -1.5% | -4.1% | +2.6% | -1.3% |
| YTD | -0.1% | -1.8% | +1.7% | -0.1% |
| 1Y | +0.5% | -4.1% | +4.6% | +0.7% |
| 3Y | +30.2% | +17.4% | +12.8% | +27.6% |
| 5Y | +8.6% | -27.0% | +35.6% | +10.0% |
| 10Y | +36.9% | +121.2% | -84.3% | +29.2% |
| All | +127.9% | +1,439.0% | -1,311.1% | +96.9% |
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