+32.4%
XLY vs SUI
+9.8%
+22.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -3.9% | -4.1% | +0.2% | -2.9% |
| 30D | -6.1% | -3.2% | -3.0% | -5.4% |
| 3M | -1.2% | -8.4% | +7.2% | +0.8% |
| 6M | -1.8% | -14.4% | +12.6% | +1.8% |
| YTD | -5.9% | -5.5% | -0.3% | -4.8% |
| 1Y | -3.1% | -7.3% | +4.2% | -1.6% |
| All | +32.4% | +9.8% | +22.6% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling