+145.7%
XLK vs SUI
-32.1%
+177.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +2.3% | -3.1% | +5.4% | +3.1% |
| 30D | -0.1% | -2.3% | +2.3% | +0.4% |
| 3M | +2.1% | -2.8% | +4.9% | +2.3% |
| 6M | +37.2% | -12.4% | +49.5% | +41.4% |
| YTD | +30.8% | -3.3% | +34.1% | +30.8% |
| 1Y | +42.6% | -5.8% | +48.4% | +43.4% |
| 3Y | +121.8% | +12.5% | +109.3% | +102.3% |
| 5Y | +145.7% | -32.9% | +178.5% | +188.8% |
| All | +145.7% | -32.1% | +177.8% | +188.8% |
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