+135.8%
XLC vs SUI
+59.5%
+76.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +3.5% | -2.4% | +5.9% | +4.3% |
| 30D | -2.6% | +3.3% | -5.9% | -3.8% |
| 3M | -2.1% | +0.7% | -2.8% | -2.5% |
| 6M | -5.5% | -4.1% | -1.4% | -4.6% |
| YTD | -6.9% | -1.8% | -5.1% | -7.0% |
| 1Y | -3.7% | -4.1% | +0.3% | -3.1% |
| 3Y | +64.2% | +17.4% | +46.8% | +50.5% |
| 5Y | +43.0% | -27.0% | +70.1% | +54.4% |
| All | +135.8% | +59.5% | +76.3% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling