+54.0%
XLV vs SUI
-26.4%
+80.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.6% |
| 30D | +8.6% | +3.7% | +4.8% | +7.3% |
| 3M | +12.6% | -0.4% | +13.0% | +12.5% |
| 6M | +29.8% | -2.8% | +32.6% | +30.5% |
| YTD | +23.5% | -1.6% | +25.1% | +23.5% |
| 1Y | +25.7% | -2.1% | +27.8% | +25.9% |
| 3Y | +56.3% | +18.5% | +37.8% | +46.3% |
| All | +54.0% | -26.4% | +80.5% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling