+246.4%
XLF vs SUI
+104.3%
+142.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +0.2% | -3.1% | +3.3% | +1.3% |
| 30D | -0.5% | -2.3% | +1.8% | +0.3% |
| 3M | +10.6% | -2.8% | +13.5% | +11.5% |
| 6M | +14.3% | -12.4% | +26.7% | +19.5% |
| YTD | +5.5% | -3.3% | +8.8% | +6.3% |
| 1Y | +9.6% | -5.8% | +15.4% | +11.2% |
| 3Y | +75.2% | +12.5% | +62.7% | +62.6% |
| 5Y | +65.5% | -32.9% | +98.4% | +86.2% |
| 10Y | +246.4% | +104.4% | +142.0% | +228.4% |
| All | +246.4% | +104.3% | +142.1% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling