+452.2%
EWT vs SUI
+1,624.6%
-1,172.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.4% |
| 7D | -11.7% | +6.2% | -18.0% | -13.7% |
| 30D | -23.2% | +8.6% | -31.8% | -25.7% |
| 3M | -12.5% | +1.0% | -13.5% | -13.3% |
| 6M | -5.9% | -2.6% | -3.3% | -6.3% |
| YTD | +40.5% | -0.1% | +40.6% | +38.3% |
| 1Y | +43.7% | +0.5% | +43.3% | +41.2% |
| 3Y | +136.6% | +15.3% | +121.4% | +116.3% |
| 5Y | +105.1% | -26.1% | +131.2% | +116.0% |
| 10Y | +387.0% | +117.8% | +269.1% | +219.9% |
| All | +452.2% | +1,624.6% | -1,172.4% | +35.5% |
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