+35.8%
XLC vs SUI
-26.3%
+62.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | +4.9% | +6.2% | -1.3% | +3.0% |
| 30D | -5.8% | +8.6% | -14.4% | -8.2% |
| 3M | -5.4% | +1.0% | -6.4% | -5.9% |
| 6M | -10.2% | -2.6% | -7.6% | -9.8% |
| YTD | -10.2% | -0.1% | -10.0% | -10.6% |
| 1Y | -5.6% | +0.5% | -6.1% | -6.3% |
| 3Y | +61.0% | +15.3% | +45.7% | +48.7% |
| All | +35.8% | -26.3% | +62.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling