+142.5%
XLC vs SUI
+59.4%
+83.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.8% | -2.8% | +2.0% | +0.1% |
| 30D | +1.0% | -1.2% | +2.2% | +1.4% |
| 3M | -0.7% | -1.7% | +1.0% | -0.3% |
| 6M | -5.1% | -10.5% | +5.3% | -1.9% |
| YTD | -4.3% | -1.8% | -2.4% | -4.1% |
| 1Y | -0.6% | -4.1% | +3.5% | +0.2% |
| 3Y | +72.7% | +11.3% | +61.4% | +61.5% |
| 5Y | +38.0% | -32.1% | +70.1% | +53.0% |
| All | +142.5% | +59.4% | +83.0% | +98.9% |
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