+566.3%
XLP vs SUI
+1,720.9%
-1,154.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +2.1% |
| 7D | +5.9% | +10.0% | -4.2% | +3.5% |
| 30D | +13.5% | +8.4% | +5.0% | +11.3% |
| 3M | +8.4% | +0.7% | +7.8% | +8.2% |
| 6M | +11.5% | -0.9% | +12.5% | +11.7% |
| YTD | +20.6% | +0.6% | +20.0% | +20.2% |
| 1Y | +24.3% | +0.8% | +23.5% | +23.8% |
| 3Y | +45.1% | +15.5% | +29.6% | +38.3% |
| 5Y | +44.6% | -25.9% | +70.5% | +51.1% |
| 10Y | +133.1% | +119.5% | +13.5% | +87.1% |
| All | +566.3% | +1,720.9% | -1,154.6% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling