+126.6%
XLC vs SUI
+64.6%
+62.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +3.1% | +8.8% | -5.7% | +0.3% |
| 30D | -6.5% | +8.9% | -15.5% | -9.3% |
| 3M | -5.6% | +2.0% | -7.6% | -6.4% |
| 6M | -9.2% | -0.6% | -8.6% | -9.4% |
| YTD | -10.6% | +1.3% | -11.9% | -11.5% |
| 1Y | -6.9% | +1.3% | -8.1% | -7.9% |
| 3Y | +59.9% | +16.3% | +43.6% | +47.3% |
| 5Y | +34.7% | -25.1% | +59.7% | +44.1% |
| All | +126.6% | +64.6% | +62.0% | +83.5% |
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 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