+31.0%
XLB vs SUI
-27.1%
+58.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | +7.2% | +3.3% | +3.9% | +5.8% |
| 3M | 0.0% | +0.7% | -0.6% | -0.5% |
| 6M | +2.3% | -4.1% | +6.4% | +3.4% |
| YTD | +18.4% | -1.8% | +20.2% | +18.4% |
| 1Y | +23.3% | -4.1% | +27.4% | +24.3% |
| 3Y | +45.2% | +17.4% | +27.8% | +32.4% |
| 5Y | +31.0% | -27.0% | +58.0% | +43.9% |
| All | +31.0% | -27.1% | +58.1% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling