-34.4%
XE vs SUI
-8.2%
-26.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.5% | +9.6% | +6.4% |
| 7D | +4.0% | -3.1% | +7.1% | +0.5% |
| 30D | -15.5% | -2.3% | -13.1% | -17.9% |
| 3M | -14.6% | -2.8% | -11.8% | -19.2% |
| All | -34.4% | -8.2% | -26.2% | -37.5% |
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 · Available span rolling