+159.8%
XLB vs SU
+267.2%
-107.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.8% | +2.2% | -5.1% | -3.5% |
| 30D | -3.1% | +8.4% | -11.5% | -5.4% |
| 3M | -0.2% | +12.1% | -12.2% | -3.8% |
| 6M | +3.1% | +19.7% | -16.6% | -3.3% |
| YTD | +13.3% | +58.4% | -45.1% | -2.3% |
| 1Y | +12.0% | +67.2% | -55.2% | -5.0% |
| 3Y | +31.4% | +125.0% | -93.6% | +0.1% |
| 5Y | +33.9% | +355.1% | -321.1% | -20.4% |
| All | +159.8% | +267.2% | -107.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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