+432.5%
EWZ vs SUI
+1,571.6%
-1,139.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +6.5% | -2.8% | +9.3% | +8.0% |
| 30D | +4.8% | -1.2% | +6.0% | +5.4% |
| 3M | +9.9% | -1.7% | +11.6% | +10.3% |
| 6M | +1.9% | -10.5% | +12.4% | +6.9% |
| YTD | +20.3% | -1.8% | +22.1% | +20.2% |
| 1Y | +35.6% | -4.1% | +39.7% | +36.6% |
| 3Y | +43.4% | +11.3% | +32.2% | +30.2% |
| 5Y | +55.9% | -32.1% | +88.1% | +75.9% |
| 10Y | +84.2% | +110.4% | -26.3% | +11.0% |
| All | +432.5% | +1,571.6% | -1,139.1% | -6.2% |
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