+27.6%
XLY vs SUI
-33.2%
+60.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | -3.9% | -4.1% | +0.2% | -2.4% |
| 30D | -6.1% | -3.2% | -3.0% | -5.1% |
| 3M | -1.2% | -8.4% | +7.2% | +1.8% |
| 6M | -1.8% | -14.4% | +12.6% | +3.7% |
| YTD | -5.9% | -5.5% | -0.3% | -4.4% |
| 1Y | -3.1% | -7.3% | +4.2% | -1.0% |
| 3Y | +36.0% | +9.9% | +26.1% | +25.5% |
| 5Y | +27.6% | -31.6% | +59.2% | +47.8% |
| All | +27.6% | -33.2% | +60.7% | +47.8% |
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