+141.4%
XLC vs SU
+134.9%
+6.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +0.6% | -1.0% | +1.5% | +0.8% |
| 30D | +0.2% | +13.7% | -13.4% | -2.2% |
| 3M | +0.6% | +8.0% | -7.4% | -1.1% |
| 6M | -4.5% | +21.0% | -25.5% | -8.7% |
| YTD | -4.7% | +56.2% | -61.0% | -13.6% |
| 1Y | -1.7% | +72.2% | -73.9% | -12.7% |
| 3Y | +72.3% | +118.1% | -45.8% | +43.7% |
| 5Y | +37.8% | +350.3% | -312.6% | -4.2% |
| All | +141.4% | +134.9% | +6.5% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling