-14.6%
EW vs SUI
-26.3%
+11.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | +11.0% | +6.2% | +4.8% | +8.5% |
| 30D | +19.1% | +8.6% | +10.5% | +15.1% |
| 3M | +14.4% | +1.0% | +13.4% | +13.6% |
| 6M | +22.8% | -2.6% | +25.4% | +23.3% |
| YTD | +19.8% | -0.1% | +19.9% | +19.0% |
| 1Y | +23.9% | +0.5% | +23.4% | +22.7% |
| 3Y | +52.2% | +15.3% | +37.0% | +36.9% |
| All | -14.6% | -26.3% | +11.7% | +6.6% |
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 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