+643.4%
XLU vs SUI
+1,675.9%
-1,032.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +0.8% | -2.8% | +3.7% | +1.7% |
| 30D | -1.3% | -1.2% | -0.2% | -1.0% |
| 3M | -1.3% | -1.7% | +0.4% | -0.9% |
| 6M | -7.6% | -10.5% | +2.8% | -4.6% |
| YTD | +2.3% | -1.8% | +4.1% | +2.5% |
| 1Y | +5.8% | -4.1% | +9.9% | +6.7% |
| 3Y | +50.5% | +11.3% | +39.3% | +42.9% |
| 5Y | +44.1% | -32.1% | +76.2% | +57.4% |
| 10Y | +138.2% | +110.4% | +27.8% | +86.0% |
| All | +643.4% | +1,675.9% | -1,032.5% | +236.5% |
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 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