+90.2%
EMR vs SUI
-26.4%
+116.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.8% | -1.5% | +4.3% | +3.3% |
| 30D | +3.7% | +3.7% | -0.1% | +2.2% |
| 3M | +2.0% | -0.4% | +2.4% | +1.8% |
| 6M | +22.1% | -2.8% | +24.9% | +22.3% |
| YTD | +27.2% | -1.6% | +28.8% | +26.9% |
| 1Y | +32.0% | -2.1% | +34.1% | +31.9% |
| 3Y | +103.3% | +18.5% | +84.8% | +86.5% |
| All | +90.2% | -26.4% | +116.7% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling