+182.6%
ESI vs SUI
+318.2%
-135.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | -8.5% | +6.2% | -14.7% | -10.8% |
| 30D | -15.7% | +8.6% | -24.2% | -19.0% |
| 3M | -18.2% | +1.0% | -19.2% | -19.3% |
| 6M | -28.8% | -2.6% | -26.2% | -29.3% |
| YTD | +26.3% | -0.1% | +26.4% | +23.8% |
| 1Y | +18.2% | +0.5% | +17.8% | +15.6% |
| 3Y | +68.1% | +15.3% | +52.9% | +52.4% |
| 5Y | +28.8% | -26.1% | +54.9% | +39.1% |
| 10Y | +329.8% | +117.8% | +212.0% | +258.4% |
| All | +182.6% | +318.2% | -135.6% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling