+21.3%
XLP vs SU
+62.8%
-41.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.5% |
| 7D | -0.5% | -4.3% | +3.7% | -0.6% |
| 30D | +8.3% | -6.2% | +14.5% | +8.0% |
| 3M | +8.7% | +9.7% | -1.0% | +8.4% |
| 6M | +11.2% | +7.3% | +3.9% | +10.5% |
| YTD | +20.0% | +58.7% | -38.7% | +13.4% |
| 1Y | +21.3% | +59.7% | -38.4% | +14.7% |
| All | +21.3% | +62.8% | -41.5% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling