+38.0%
ESI vs SUI
-26.4%
+64.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | +5.5% | -1.5% | +7.0% | +6.1% |
| 30D | -7.8% | +3.7% | -11.5% | -9.7% |
| 3M | -15.0% | -0.4% | -14.6% | -15.6% |
| 6M | -24.9% | -2.8% | -22.1% | -25.4% |
| YTD | +33.2% | -1.6% | +34.8% | +31.2% |
| 1Y | +24.9% | -2.1% | +27.0% | +23.3% |
| 3Y | +77.8% | +18.5% | +59.3% | +54.1% |
| All | +38.0% | -26.4% | +64.5% | +60.2% |
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