+24.4%
EW vs SUI
-3.0%
+27.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.0% |
| 7D | +4.9% | -1.5% | +6.4% | +5.3% |
| 30D | +23.9% | +3.7% | +20.2% | +22.4% |
| 3M | +15.8% | -0.4% | +16.2% | +15.4% |
| 6M | +31.7% | -2.8% | +34.4% | +31.5% |
| YTD | +25.7% | -1.6% | +27.3% | +25.0% |
| 1Y | +24.4% | -2.1% | +26.5% | +24.4% |
| All | +24.4% | -3.0% | +27.4% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling