+62,704.1%
SU vs EFX
+6,077.1%
+56,627.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -11.1% | +12.8% | +9.0% |
| 30D | +9.6% | -7.4% | +17.0% | +14.1% |
| 3M | +11.7% | +1.5% | +10.2% | +7.6% |
| 6M | +21.9% | -13.7% | +35.6% | +27.1% |
| YTD | +58.6% | -21.9% | +80.5% | +72.0% |
| 1Y | +66.5% | -30.8% | +97.3% | +92.8% |
| 3Y | +121.4% | -12.4% | +133.8% | +99.2% |
| 5Y | +355.7% | -35.9% | +391.7% | +364.2% |
| 10Y | +264.2% | +41.0% | +223.2% | +78.9% |
| All | +62,704.1% | +6,077.1% | +56,627.0% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling