+338.3%
SU vs EME
+575.5%
-237.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -1.0% |
| 7D | +2.2% | +3.5% | -1.3% | +1.5% |
| 30D | +8.4% | -6.3% | +14.8% | +9.7% |
| 3M | +12.1% | -3.8% | +15.8% | +12.2% |
| 6M | +19.7% | +8.5% | +11.2% | +15.8% |
| YTD | +58.4% | +27.8% | +30.6% | +46.8% |
| 1Y | +67.2% | +22.2% | +45.0% | +54.7% |
| 3Y | +125.0% | +253.5% | -128.4% | +37.4% |
| All | +338.3% | +575.5% | -237.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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