+248.8%
EW vs SUI
+120.9%
+127.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +6.5% | -2.4% | +8.9% | +7.5% |
| 30D | +22.5% | +3.3% | +19.1% | +20.7% |
| 3M | +13.0% | +0.7% | +12.3% | +12.4% |
| 6M | +37.1% | -4.1% | +41.2% | +38.6% |
| YTD | +24.1% | -1.8% | +25.9% | +24.1% |
| 1Y | +24.2% | -4.1% | +28.3% | +25.3% |
| 3Y | +64.8% | +17.4% | +47.4% | +49.2% |
| 5Y | -7.4% | -27.0% | +19.6% | +1.9% |
| 10Y | +248.8% | +121.2% | +127.6% | +206.3% |
| All | +248.8% | +120.9% | +127.9% | +206.3% |
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