+117.8%
EW vs SU
+267.2%
-149.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | -6.2% | +2.2% | -8.4% | -6.4% |
| 30D | -9.3% | +8.4% | -17.8% | -10.4% |
| 3M | -1.6% | +12.1% | -13.7% | -3.4% |
| 6M | -0.8% | +19.7% | -20.5% | -3.9% |
| YTD | -1.0% | +58.4% | -59.4% | -8.0% |
| 1Y | +8.2% | +67.2% | -59.1% | -0.4% |
| 3Y | +12.7% | +125.0% | -112.3% | -2.5% |
| 5Y | -30.2% | +355.1% | -385.3% | -48.9% |
| All | +117.8% | +267.2% | -149.4% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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