+508.9%
XLP vs SU
+3,295.5%
-2,786.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.0% | +3.6% | -4.6% | -1.4% |
| 30D | -0.9% | +7.9% | -8.7% | -1.7% |
| 3M | +3.8% | +3.5% | +0.3% | +3.2% |
| 6M | -1.7% | +19.0% | -20.7% | -3.9% |
| YTD | +10.3% | +55.0% | -44.7% | +4.7% |
| 1Y | +7.8% | +71.2% | -63.4% | +1.1% |
| 3Y | +27.2% | +117.4% | -90.2% | +15.2% |
| 5Y | +32.5% | +335.2% | -302.6% | +9.2% |
| 10Y | +101.8% | +248.7% | -147.0% | +63.8% |
| All | +508.9% | +3,295.5% | -2,786.5% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling