+253.9%
XLI vs SU
+267.2%
-13.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.3% |
| 30D | -7.3% | +8.4% | -15.7% | -9.4% |
| 3M | -1.3% | +12.1% | -13.4% | -4.8% |
| 6M | +2.2% | +19.7% | -17.4% | -3.9% |
| YTD | +11.7% | +58.4% | -46.7% | -3.3% |
| 1Y | +14.3% | +67.2% | -53.0% | -2.8% |
| 3Y | +70.3% | +125.0% | -54.7% | +30.5% |
| 5Y | +82.3% | +355.1% | -272.7% | +7.8% |
| All | +253.9% | +267.2% | -13.3% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling