+889.2%
XLV vs SU
+3,371.1%
-2,481.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | -3.6% | +2.2% | -5.8% | -3.9% |
| 30D | -1.8% | +8.4% | -10.3% | -3.0% |
| 3M | +7.8% | +12.1% | -4.3% | +5.9% |
| 6M | +9.1% | +19.7% | -10.6% | +5.9% |
| YTD | +7.7% | +58.4% | -50.7% | +0.4% |
| 1Y | +20.4% | +67.2% | -46.8% | +11.2% |
| 3Y | +30.8% | +125.0% | -94.3% | +14.5% |
| 5Y | +34.6% | +355.1% | -320.4% | +4.1% |
| 10Y | +173.4% | +263.7% | -90.3% | +107.9% |
| All | +889.2% | +3,371.1% | -2,481.9% | +521.5% |
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