+215.2%
XLY vs SU
+267.2%
-52.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | +2.2% | -3.9% | -2.1% |
| 30D | -4.2% | +8.4% | -12.6% | -5.8% |
| 3M | -2.7% | +12.1% | -14.8% | -5.3% |
| 6M | -0.6% | +19.7% | -20.3% | -5.2% |
| YTD | -5.0% | +58.4% | -63.4% | -15.0% |
| 1Y | -4.1% | +67.2% | -71.3% | -15.4% |
| 3Y | +33.6% | +125.0% | -91.4% | +8.8% |
| 5Y | +28.7% | +355.1% | -326.3% | -13.3% |
| All | +215.2% | +267.2% | -52.0% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling