+355.7%
SU vs ESI
+66.0%
+289.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.9% |
| 7D | +1.7% | -2.3% | +4.0% | +2.1% |
| 30D | +9.6% | -9.0% | +18.7% | +11.8% |
| 3M | +11.7% | -13.3% | +25.0% | +13.9% |
| 6M | +21.9% | +5.3% | +16.6% | +16.0% |
| YTD | +58.6% | +37.6% | +21.0% | +38.0% |
| 1Y | +66.5% | +33.6% | +32.9% | +45.3% |
| 3Y | +121.4% | +75.8% | +45.7% | +68.8% |
| 5Y | +355.7% | +68.6% | +287.1% | +221.6% |
| All | +355.7% | +66.0% | +289.7% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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