+64.1%
XLI vs SUI
-26.3%
+90.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -2.8% | +6.2% | -9.0% | -4.5% |
| 30D | -3.1% | +8.6% | -11.7% | -5.5% |
| 3M | -11.7% | +1.0% | -12.7% | -12.2% |
| 6M | -7.6% | -2.6% | -5.0% | -7.4% |
| YTD | +5.7% | -0.1% | +5.8% | +5.0% |
| 1Y | +7.8% | +0.5% | +7.4% | +6.8% |
| 3Y | +67.4% | +15.3% | +52.1% | +55.2% |
| All | +64.1% | -26.3% | +90.4% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling