+332.8%
ESI vs SUI
+120.9%
+212.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | +1.8% | -2.4% | +4.3% | +2.8% |
| 30D | -6.6% | +3.3% | -9.9% | -8.7% |
| 3M | -9.4% | +0.7% | -10.0% | -10.6% |
| 6M | -24.1% | -4.1% | -20.0% | -24.2% |
| YTD | +37.1% | -1.8% | +38.9% | +35.0% |
| 1Y | +24.5% | -4.1% | +28.6% | +24.0% |
| 3Y | +83.2% | +17.4% | +65.8% | +61.7% |
| 5Y | +44.0% | -27.0% | +71.0% | +58.5% |
| 10Y | +332.8% | +121.2% | +211.6% | +265.4% |
| All | +332.8% | +120.9% | +212.0% | +265.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling