+1,117.4%
XLI vs SUI
+1,675.9%
-558.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.1% | -2.8% | +1.8% | 0.0% |
| 30D | -5.9% | -1.2% | -4.8% | -5.6% |
| 3M | -0.3% | -1.7% | +1.5% | 0.0% |
| 6M | +0.1% | -10.5% | +10.6% | +3.9% |
| YTD | +13.6% | -1.8% | +15.4% | +13.6% |
| 1Y | +17.2% | -4.1% | +21.3% | +18.0% |
| 3Y | +68.2% | +11.3% | +57.0% | +56.6% |
| 5Y | +80.7% | -32.1% | +112.8% | +100.2% |
| 10Y | +253.3% | +110.4% | +142.8% | +143.8% |
| All | +1,117.4% | +1,675.9% | -558.4% | +233.5% |
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