+233.0%
XLI vs SUI
+115.7%
+117.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -2.8% | +6.2% | -9.0% | -4.9% |
| 30D | -3.1% | +8.6% | -11.7% | -6.1% |
| 3M | -11.7% | +1.0% | -12.7% | -12.4% |
| 6M | -7.6% | -2.6% | -5.0% | -7.4% |
| YTD | +5.7% | -0.1% | +5.8% | +4.8% |
| 1Y | +7.8% | +0.5% | +7.4% | +6.6% |
| 3Y | +67.4% | +15.3% | +52.1% | +53.8% |
| 5Y | +64.8% | -26.1% | +90.9% | +77.7% |
| All | +233.0% | +115.7% | +117.3% | +179.9% |
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