+822.8%
XLB vs SUI
+1,733.5%
-910.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | -0.4% | +8.8% | -9.1% | -3.7% |
| 30D | +5.2% | +8.9% | -3.7% | +1.5% |
| 3M | -0.1% | +2.0% | -2.2% | -1.2% |
| 6M | +2.4% | -0.6% | +3.0% | +2.1% |
| YTD | +16.9% | +1.3% | +15.5% | +15.4% |
| 1Y | +25.0% | +1.3% | +23.8% | +23.5% |
| 3Y | +40.7% | +16.3% | +24.4% | +28.9% |
| 5Y | +31.6% | -25.1% | +56.7% | +41.4% |
| 10Y | +175.3% | +121.1% | +54.2% | +83.5% |
| All | +822.8% | +1,733.5% | -910.6% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling