+248.8%
XLF vs SU
+267.2%
-18.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | +2.2% | -3.7% | -2.1% |
| 30D | -1.2% | +8.4% | -9.6% | -3.6% |
| 3M | +9.2% | +12.1% | -2.9% | +5.0% |
| 6M | +16.3% | +19.7% | -3.3% | +8.8% |
| YTD | +5.4% | +58.4% | -53.0% | -10.0% |
| 1Y | +7.6% | +67.2% | -59.6% | -9.9% |
| 3Y | +74.2% | +125.0% | -50.8% | +29.7% |
| 5Y | +66.1% | +355.1% | -288.9% | -7.9% |
| All | +248.8% | +267.2% | -18.4% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling