+661.7%
XLU vs SUI
+1,676.4%
-1,014.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.5% | -2.4% | +2.9% | +1.2% |
| 30D | +5.3% | +3.3% | +1.9% | +4.0% |
| 3M | +1.2% | +0.7% | +0.5% | +0.7% |
| 6M | -1.6% | -4.1% | +2.5% | -0.7% |
| YTD | +4.8% | -1.8% | +6.6% | +4.8% |
| 1Y | +0.5% | -4.1% | +4.5% | +1.2% |
| 3Y | +58.9% | +17.4% | +41.5% | +48.3% |
| 5Y | +52.7% | -27.0% | +79.7% | +62.9% |
| 10Y | +161.0% | +121.2% | +39.8% | +100.6% |
| All | +661.7% | +1,676.4% | -1,014.7% | +244.0% |
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