+33.4%
XLB vs SU
+341.5%
-308.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.5% | +1.7% | -5.2% | -3.9% |
| 30D | -4.7% | +9.6% | -14.3% | -6.8% |
| 3M | +2.7% | +11.7% | -9.0% | -0.3% |
| 6M | +2.6% | +21.9% | -19.3% | -3.4% |
| YTD | +12.8% | +58.6% | -45.8% | -1.2% |
| 1Y | +14.0% | +66.5% | -52.6% | -1.7% |
| 3Y | +31.5% | +121.4% | -90.0% | +3.3% |
| 5Y | +33.4% | +355.7% | -322.3% | -12.9% |
| All | +33.4% | +341.5% | -308.1% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling