+42.8%
XLP vs SU
+208.6%
-165.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | +0.1% | -10.6% | +10.6% | +0.8% |
| 30D | +8.9% | -6.6% | +15.6% | +9.3% |
| 3M | +7.5% | +12.9% | -5.5% | +6.3% |
| 6M | +9.4% | +6.7% | +2.7% | +8.5% |
| YTD | +19.3% | +55.2% | -36.0% | +14.3% |
| 1Y | +21.7% | +61.5% | -39.8% | +16.2% |
| 3Y | +44.0% | +128.7% | -84.7% | +31.9% |
| 5Y | +42.8% | +210.8% | -168.1% | +26.3% |
| All | +42.8% | +208.6% | -165.8% | +26.3% |
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