+508.9%
XLP vs SUI
+1,675.9%
-1,166.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | -2.8% | +1.8% | -0.3% |
| 30D | -0.9% | -1.2% | +0.3% | -0.6% |
| 3M | +3.8% | -1.7% | +5.6% | +4.2% |
| 6M | -1.7% | -10.5% | +8.7% | +0.8% |
| YTD | +10.3% | -1.8% | +12.1% | +10.5% |
| 1Y | +7.8% | -4.1% | +11.9% | +8.6% |
| 3Y | +27.2% | +11.3% | +15.9% | +22.3% |
| 5Y | +32.5% | -32.1% | +64.6% | +41.4% |
| 10Y | +101.8% | +110.4% | -8.7% | +63.6% |
| All | +508.9% | +1,675.9% | -1,166.9% | +219.9% |
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