+355.7%
SU vs EMB
+6.1%
+349.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +1.7% | -1.1% | +2.8% | +2.2% |
| 30D | +9.6% | -1.1% | +10.7% | +10.2% |
| 3M | +11.7% | -0.8% | +12.5% | +12.0% |
| 6M | +21.9% | -0.1% | +22.0% | +21.5% |
| YTD | +58.6% | +0.4% | +58.2% | +57.5% |
| 1Y | +66.5% | +3.3% | +63.2% | +62.3% |
| 3Y | +121.4% | +29.0% | +92.4% | +88.1% |
| 5Y | +355.7% | +6.3% | +349.4% | +337.5% |
| All | +355.7% | +6.1% | +349.6% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling