+74.2%
XLF vs SU
+120.0%
-45.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | +2.2% | -3.7% | -1.7% |
| 30D | -1.2% | +8.4% | -9.6% | -2.3% |
| 3M | +9.2% | +12.1% | -2.9% | +7.3% |
| 6M | +16.3% | +19.7% | -3.3% | +12.2% |
| YTD | +5.4% | +58.4% | -53.0% | -4.4% |
| 1Y | +7.6% | +67.2% | -59.6% | -3.7% |
| 3Y | +74.2% | +125.0% | -50.8% | +45.2% |
| All | +74.2% | +120.0% | -45.7% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling