+68.1%
ESI vs SUI
+15.1%
+53.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | -8.5% | +6.2% | -14.7% | -9.7% |
| 30D | -15.7% | +8.6% | -24.2% | -17.7% |
| 3M | -18.2% | +1.0% | -19.2% | -18.7% |
| 6M | -28.8% | -2.6% | -26.2% | -28.8% |
| YTD | +26.3% | -0.1% | +26.4% | +24.7% |
| 1Y | +18.2% | +0.5% | +17.8% | +16.5% |
| 3Y | +68.1% | +15.3% | +52.9% | +45.1% |
| All | +68.1% | +15.1% | +53.0% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling