+415.6%
XLF vs SUI
+1,706.7%
-1,291.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | +1.2% | +6.2% | -5.1% | -2.1% |
| 30D | +6.3% | +8.6% | -2.2% | +1.5% |
| 3M | -0.8% | +1.0% | -1.8% | -1.7% |
| 6M | +11.0% | -2.6% | +13.6% | +11.7% |
| YTD | +5.6% | -0.1% | +5.8% | +4.4% |
| 1Y | +10.8% | +0.5% | +10.3% | +9.1% |
| 3Y | +77.8% | +15.3% | +62.5% | +57.0% |
| 5Y | +55.6% | -26.1% | +81.8% | +70.4% |
| 10Y | +252.5% | +117.8% | +134.6% | +90.1% |
| All | +415.6% | +1,706.7% | -1,291.1% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling