+411.2%
XLF vs SU
+3,376.2%
-2,965.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | +1.7% | -4.5% | -3.4% |
| 30D | -1.6% | +9.6% | -11.2% | -4.5% |
| 3M | +9.3% | +11.7% | -2.5% | +5.0% |
| 6M | +14.6% | +21.9% | -7.3% | +6.4% |
| YTD | +4.7% | +58.6% | -53.9% | -10.8% |
| 1Y | +8.6% | +66.5% | -57.9% | -9.0% |
| 3Y | +73.9% | +121.4% | -47.6% | +30.2% |
| 5Y | +65.0% | +355.7% | -290.7% | -6.3% |
| 10Y | +250.4% | +264.2% | -13.8% | +97.0% |
| All | +411.2% | +3,376.2% | -2,965.0% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling