+9,827.7%
SU vs EME
+60,670.1%
-50,842.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.7% | +0.9% | +0.7% | +1.3% |
| 30D | +9.6% | -8.4% | +18.0% | +12.7% |
| 3M | +11.7% | -3.6% | +15.3% | +11.4% |
| 6M | +21.9% | +3.6% | +18.4% | +17.5% |
| YTD | +58.6% | +22.5% | +36.1% | +43.5% |
| 1Y | +66.5% | +18.2% | +48.3% | +50.2% |
| 3Y | +121.4% | +238.4% | -116.9% | +30.5% |
| 5Y | +355.7% | +550.5% | -194.8% | +108.7% |
| 10Y | +264.2% | +1,295.3% | -1,031.1% | +27.6% |
| All | +9,827.7% | +60,670.1% | -50,842.4% | +2,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling