+40.3%
XLC vs SU
+348.9%
-308.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.5% | +2.2% | -1.7% | +0.2% |
| 30D | +2.1% | +8.4% | -6.3% | +0.9% |
| 3M | +0.7% | +12.1% | -11.4% | -1.2% |
| 6M | -3.2% | +19.7% | -22.9% | -6.5% |
| YTD | -3.8% | +58.4% | -62.2% | -11.6% |
| 1Y | -2.0% | +67.2% | -69.3% | -10.9% |
| 3Y | +71.4% | +125.0% | -53.7% | +45.9% |
| All | +40.3% | +348.9% | -308.6% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling