+89.1%
EMR vs SUI
-26.5%
+115.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.7% | +3.4% | -2.7% | -0.3% |
| 30D | +3.5% | +4.6% | -1.1% | +1.9% |
| 3M | +5.9% | +1.6% | +4.3% | +5.0% |
| 6M | +19.4% | -3.5% | +22.9% | +19.9% |
| YTD | +27.7% | -1.0% | +28.7% | +27.1% |
| 1Y | +30.9% | -1.7% | +32.6% | +30.7% |
| 3Y | +104.2% | +18.4% | +85.8% | +87.5% |
| All | +89.1% | -26.5% | +115.6% | +111.4% |
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