+124.6%
XLP vs SUI
+115.7%
+8.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | +0.7% | +6.2% | -5.5% | -1.0% |
| 30D | +10.3% | +8.6% | +1.7% | +7.6% |
| 3M | +6.5% | +1.0% | +5.5% | +6.1% |
| 6M | +8.4% | -2.6% | +11.0% | +9.0% |
| YTD | +18.2% | -0.1% | +18.3% | +17.8% |
| 1Y | +22.4% | +0.5% | +22.0% | +21.8% |
| 3Y | +41.9% | +15.3% | +26.6% | +33.5% |
| 5Y | +40.9% | -26.1% | +67.0% | +49.9% |
| All | +124.6% | +115.7% | +8.8% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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