+631.5%
XLU vs SU
+3,371.1%
-2,739.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | +2.2% | -3.8% | -2.0% |
| 30D | -3.3% | +8.4% | -11.7% | -4.6% |
| 3M | -3.2% | +12.1% | -15.2% | -5.1% |
| 6M | -7.0% | +19.7% | -26.6% | -10.1% |
| YTD | +0.6% | +58.4% | -57.8% | -7.2% |
| 1Y | +2.4% | +67.2% | -64.8% | -6.5% |
| 3Y | +46.3% | +125.0% | -78.8% | +25.6% |
| 5Y | +44.0% | +355.1% | -311.1% | +7.3% |
| 10Y | +140.1% | +263.7% | -123.6% | +73.5% |
| All | +631.5% | +3,371.1% | -2,739.7% | +257.1% |
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