+136.8%
XLP vs SU
+232.2%
-95.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | -0.5% | -4.3% | +3.7% | -0.1% |
| 30D | +8.3% | -6.2% | +14.5% | +9.0% |
| 3M | +8.7% | +9.7% | -1.0% | +7.4% |
| 6M | +11.2% | +7.3% | +3.9% | +9.9% |
| YTD | +20.0% | +58.7% | -38.7% | +13.1% |
| 1Y | +21.3% | +59.7% | -38.4% | +14.3% |
| 3Y | +43.8% | +129.2% | -85.4% | +28.6% |
| 5Y | +43.3% | +223.7% | -180.4% | +20.6% |
| 10Y | +136.8% | +235.9% | -99.2% | +96.8% |
| All | +136.8% | +232.2% | -95.4% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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