+115.1%
SU vs EMB
+132.1%
-17.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +7.9% | -0.3% | +8.2% | +8.1% |
| 3M | +3.5% | -0.4% | +3.9% | +3.7% |
| 6M | +19.0% | +0.1% | +18.8% | +17.9% |
| YTD | +55.0% | +1.6% | +53.4% | +51.1% |
| 1Y | +71.2% | +5.6% | +65.6% | +59.7% |
| 3Y | +117.4% | +29.8% | +87.6% | +60.1% |
| 5Y | +335.2% | +7.3% | +327.9% | +298.7% |
| 10Y | +248.7% | +30.4% | +218.3% | +168.7% |
| All | +115.1% | +132.1% | -17.0% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling