+491.8%
EWT vs SUI
+1,625.0%
-1,133.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -5.0% | +3.0% | -8.0% | -6.1% |
| 30D | -16.3% | +5.6% | -21.9% | -18.2% |
| 3M | -7.2% | +0.9% | -8.1% | -8.1% |
| 6M | -0.5% | -2.6% | +2.1% | -0.9% |
| YTD | +50.6% | -0.1% | +50.7% | +48.3% |
| 1Y | +54.8% | -1.4% | +56.3% | +53.1% |
| 3Y | +155.5% | +19.8% | +135.7% | +130.2% |
| 5Y | +116.4% | -25.8% | +142.2% | +127.5% |
| 10Y | +421.4% | +118.1% | +303.3% | +242.4% |
| All | +491.8% | +1,625.0% | -1,133.2% | +45.2% |
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