+8.6%
XLF vs SUI
-6.7%
+15.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.1% |
| 7D | -1.0% | -4.3% | +3.2% | -0.2% |
| 30D | -1.3% | -2.1% | +0.8% | -0.9% |
| 3M | +9.1% | -6.1% | +15.2% | +10.4% |
| 6M | +14.4% | -12.8% | +27.1% | +17.4% |
| YTD | +5.1% | -4.6% | +9.7% | +5.8% |
| 1Y | +8.6% | -7.7% | +16.3% | +10.7% |
| All | +8.6% | -6.7% | +15.3% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling