+215.2%
XLY vs SUI
+101.8%
+113.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -4.2% | +2.5% | -0.1% |
| 30D | -4.2% | -3.3% | -0.9% | -3.0% |
| 3M | -2.7% | -8.2% | +5.5% | +0.2% |
| 6M | -0.6% | -14.5% | +13.8% | +5.0% |
| YTD | -5.0% | -5.9% | +0.9% | -3.4% |
| 1Y | -4.1% | -9.7% | +5.6% | -1.0% |
| 3Y | +33.6% | +7.7% | +25.9% | +25.6% |
| 5Y | +28.7% | -31.9% | +60.6% | +44.0% |
| All | +215.2% | +101.8% | +113.4% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling