+1,360.8%
XLK vs SUI
+1,663.3%
-302.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +7.0% | -3.8% | +10.8% | +8.4% |
| 30D | -11.5% | +3.9% | -15.4% | -13.1% |
| 3M | -7.9% | +0.2% | -8.1% | -8.5% |
| 6M | -0.6% | -4.2% | +3.6% | -0.4% |
| YTD | +21.1% | -2.5% | +23.7% | +20.3% |
| 1Y | +18.8% | -4.0% | +22.9% | +18.6% |
| 3Y | +97.3% | +16.5% | +80.7% | +78.5% |
| 5Y | +115.5% | -27.2% | +142.7% | +129.5% |
| 10Y | +723.7% | +119.6% | +604.2% | +468.7% |
| All | +1,360.8% | +1,663.3% | -302.5% | +328.5% |
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