+64.6%
XLC vs SUI
+17.9%
+46.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +3.5% | -2.4% | +5.9% | +3.9% |
| 30D | -2.6% | +3.3% | -5.9% | -3.2% |
| 3M | -2.1% | +0.7% | -2.8% | -2.3% |
| 6M | -5.5% | -4.1% | -1.4% | -4.9% |
| YTD | -6.9% | -1.8% | -5.1% | -6.8% |
| 1Y | -3.7% | -4.1% | +0.3% | -3.3% |
| All | +64.6% | +17.9% | +46.6% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling