+1,084.6%
XLI vs SU
+3,376.2%
-2,291.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.3% | +1.7% | -4.0% | -2.7% |
| 30D | -8.2% | +9.6% | -17.8% | -10.4% |
| 3M | +0.8% | +11.7% | -11.0% | -2.5% |
| 6M | +0.8% | +21.9% | -21.1% | -5.3% |
| YTD | +10.5% | +58.6% | -48.1% | -3.2% |
| 1Y | +14.1% | +66.5% | -52.4% | -1.5% |
| 3Y | +68.6% | +121.4% | -52.8% | +32.9% |
| 5Y | +80.4% | +355.7% | -275.3% | +13.5% |
| 10Y | +254.6% | +264.2% | -9.6% | +120.8% |
| All | +1,084.6% | +3,376.2% | -2,291.5% | +404.5% |
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