-61.4%
XE vs SUI
-7.5%
-54.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.7% | +2.2% |
| 7D | +25.1% | -3.8% | +28.9% | +20.6% |
| 30D | -11.5% | +3.9% | -15.4% | -7.9% |
| 3M | -44.7% | +0.2% | -44.9% | -44.5% |
| 6M | -64.5% | -4.2% | -60.4% | -66.4% |
| All | -61.4% | -7.5% | -54.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling