-5.8%
XLC vs SUI
+1.6%
-7.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.5% |
| 7D | +1.8% | +10.0% | -8.3% | +0.1% |
| 30D | -6.0% | +8.4% | -14.4% | -7.5% |
| 3M | -6.0% | +0.7% | -6.7% | -6.1% |
| 6M | -9.1% | -0.9% | -8.1% | -8.9% |
| YTD | -10.0% | +0.6% | -10.7% | -10.0% |
| 1Y | -5.8% | +0.8% | -6.6% | -5.7% |
| All | -5.8% | +1.6% | -7.5% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling