-48.9%
XE vs SUI
-10.7%
-38.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -6.1% |
| 7D | -15.7% | -4.2% | -11.5% | -19.6% |
| 30D | -26.6% | -3.3% | -23.4% | -29.0% |
| 3M | -20.3% | -8.2% | -12.1% | -29.2% |
| All | -48.9% | -10.7% | -38.2% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling