+29.0%
XLB vs SUI
-26.3%
+55.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.2% |
| 7D | -1.5% | +6.2% | -7.7% | -3.6% |
| 30D | +6.1% | +8.6% | -2.5% | +2.8% |
| 3M | 0.0% | +1.0% | -1.0% | -0.6% |
| 6M | 0.0% | -2.6% | +2.5% | +0.4% |
| YTD | +16.0% | -0.1% | +16.2% | +15.3% |
| 1Y | +24.7% | +0.5% | +24.3% | +23.7% |
| 3Y | +40.4% | +15.3% | +25.1% | +29.2% |
| All | +29.0% | -26.3% | +55.3% | +41.1% |
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