+265.2%
SU vs EFV
+169.9%
+95.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.4% |
| 7D | +2.2% | -0.8% | +3.0% | +3.1% |
| 30D | +8.4% | +0.6% | +7.8% | +7.5% |
| 3M | +12.1% | +7.5% | +4.6% | +2.3% |
| 6M | +19.7% | +13.0% | +6.6% | +1.0% |
| YTD | +58.4% | +18.3% | +40.1% | +25.7% |
| 1Y | +67.2% | +26.7% | +40.5% | +21.3% |
| 3Y | +125.0% | +89.6% | +35.5% | -5.2% |
| 5Y | +355.1% | +98.2% | +256.8% | +80.4% |
| All | +265.2% | +169.9% | +95.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling