+820.5%
XLB vs SUI
+1,675.9%
-855.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.4% | -2.8% | +1.4% | -0.3% |
| 30D | -0.4% | -1.2% | +0.8% | 0.0% |
| 3M | +2.0% | -1.7% | +3.7% | +2.4% |
| 6M | +1.8% | -10.5% | +12.3% | +6.0% |
| YTD | +16.6% | -1.8% | +18.4% | +16.9% |
| 1Y | +16.9% | -4.1% | +21.0% | +18.1% |
| 3Y | +32.6% | +11.3% | +21.3% | +23.6% |
| 5Y | +35.6% | -32.1% | +67.8% | +51.8% |
| 10Y | +160.0% | +110.4% | +49.6% | +77.0% |
| All | +820.5% | +1,675.9% | -855.3% | +143.0% |
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