+28.4%
XLY vs SU
+348.9%
-320.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | +2.2% | -3.9% | -2.0% |
| 30D | -4.2% | +8.4% | -12.6% | -5.4% |
| 3M | -2.7% | +12.1% | -14.8% | -4.7% |
| 6M | -0.6% | +19.7% | -20.3% | -4.5% |
| YTD | -5.0% | +58.4% | -63.4% | -13.8% |
| 1Y | -4.1% | +67.2% | -71.3% | -14.1% |
| 3Y | +33.6% | +125.0% | -91.4% | +11.3% |
| All | +28.4% | +348.9% | -320.5% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling