+325.6%
SU vs EFV
+252.1%
+73.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +1.7% | -2.0% | +3.7% | +4.0% |
| 30D | +9.6% | -0.2% | +9.8% | +9.7% |
| 3M | +11.7% | +9.1% | +2.6% | +0.6% |
| 6M | +21.9% | +11.7% | +10.2% | +5.3% |
| YTD | +58.6% | +17.0% | +41.6% | +29.3% |
| 1Y | +66.5% | +26.7% | +39.8% | +23.6% |
| 3Y | +121.4% | +90.2% | +31.3% | +1.2% |
| 5Y | +355.7% | +96.1% | +259.6% | +102.1% |
| 10Y | +264.2% | +164.5% | +99.7% | +22.8% |
| All | +325.6% | +252.1% | +73.4% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling