+594.1%
EWT vs SUI
+1,595.1%
-1,001.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +4.0% | -2.8% | +6.8% | +5.0% |
| 30D | +10.3% | -1.2% | +11.5% | +10.7% |
| 3M | +6.1% | -1.7% | +7.8% | +6.0% |
| 6M | +56.6% | -10.5% | +67.1% | +61.5% |
| YTD | +76.6% | -1.8% | +78.4% | +75.9% |
| 1Y | +97.9% | -4.1% | +101.9% | +98.2% |
| 3Y | +198.0% | +11.3% | +186.7% | +176.6% |
| 5Y | +151.8% | -32.1% | +183.9% | +174.5% |
| 10Y | +514.1% | +110.4% | +403.7% | +310.6% |
| All | +594.1% | +1,595.1% | -1,001.0% | +72.3% |
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 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