+811.7%
XLB vs SU
+3,323.7%
-2,512.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.2% | -1.0% | +0.7% | +0.1% |
| 30D | -1.7% | +13.7% | -15.4% | -6.0% |
| 3M | +4.4% | +8.0% | -3.7% | +1.0% |
| 6M | +5.0% | +21.0% | -16.0% | -2.9% |
| YTD | +15.5% | +56.2% | -40.8% | -2.2% |
| 1Y | +14.9% | +72.2% | -57.3% | -6.1% |
| 3Y | +34.5% | +118.1% | -83.6% | -0.7% |
| 5Y | +36.5% | +350.3% | -313.8% | -24.8% |
| 10Y | +159.6% | +248.5% | -88.9% | +40.8% |
| All | +811.7% | +3,323.7% | -2,512.0% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling