+31.3%
XLP vs SU
+360.6%
-329.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.3% |
| 7D | -2.9% | +1.6% | -4.5% | -3.0% |
| 30D | -2.2% | +10.7% | -13.0% | -3.0% |
| 3M | -0.6% | +13.5% | -14.1% | -1.6% |
| 6M | -2.2% | +21.8% | -24.0% | -3.9% |
| YTD | +8.3% | +58.8% | -50.6% | +3.9% |
| 1Y | +5.7% | +72.0% | -66.3% | +0.8% |
| 3Y | +25.7% | +121.7% | -96.0% | +16.2% |
| 5Y | +31.3% | +350.4% | -319.1% | +14.1% |
| All | +31.3% | +360.6% | -329.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling