+56.0%
EWZ vs SUI
-25.9%
+81.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +1.3% | +3.4% | -2.1% | +0.5% |
| 30D | -26.2% | +4.6% | -30.8% | -27.0% |
| 3M | -8.6% | +1.6% | -10.2% | -9.1% |
| 6M | -17.0% | -3.5% | -13.6% | -16.6% |
| YTD | +2.2% | -1.0% | +3.2% | +1.8% |
| 1Y | +2.7% | -1.7% | +4.4% | +2.5% |
| 3Y | +18.2% | +18.4% | -0.2% | +10.2% |
| 5Y | +56.0% | -26.3% | +82.4% | +69.8% |
| All | +56.0% | -25.9% | +81.9% | +69.8% |
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