+265.2%
SU vs EFX
+42.6%
+222.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.2% | -4.5% | +6.8% | +3.2% |
| 30D | +8.4% | -6.1% | +14.5% | +9.7% |
| 3M | +12.1% | +6.2% | +5.9% | +9.6% |
| 6M | +19.7% | -11.2% | +30.9% | +21.3% |
| YTD | +58.4% | -21.4% | +79.8% | +64.3% |
| 1Y | +67.2% | -34.3% | +101.5% | +81.4% |
| 3Y | +125.0% | -12.5% | +137.6% | +117.3% |
| 5Y | +355.1% | -35.6% | +390.6% | +372.9% |
| All | +265.2% | +42.6% | +222.6% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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