+149.9%
XLE vs SUI
-26.3%
+176.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | -12.0% | +6.2% | -18.2% | -13.0% |
| 30D | -2.7% | +8.6% | -11.3% | -4.3% |
| 3M | +6.6% | +1.0% | +5.6% | +6.2% |
| 6M | +9.5% | -2.6% | +12.1% | +9.8% |
| YTD | +40.6% | -0.1% | +40.7% | +39.9% |
| 1Y | +43.6% | +0.5% | +43.1% | +42.8% |
| 3Y | +58.1% | +15.3% | +42.8% | +50.9% |
| All | +149.9% | -26.3% | +176.2% | +157.9% |
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 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