-2.1%
EME vs SUI
+1.6%
-3.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.2% | -14.8% | -6.4% |
| 7D | -5.8% | +10.0% | -15.8% | +0.1% |
| 30D | -17.9% | +8.4% | -26.3% | -13.2% |
| 3M | -22.0% | +0.7% | -22.6% | -21.0% |
| 6M | -29.7% | -0.9% | -28.8% | -28.8% |
| YTD | +4.7% | +0.6% | +4.1% | +6.5% |
| 1Y | -2.1% | +0.8% | -2.9% | -1.1% |
| All | -2.1% | +1.6% | -3.8% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling