-4.7%
XRT vs SUI
-26.3%
+21.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.1% |
| 7D | +0.9% | +6.2% | -5.3% | -1.7% |
| 30D | +7.9% | +8.6% | -0.6% | +4.1% |
| 3M | -0.2% | +1.0% | -1.2% | -0.8% |
| 6M | +5.6% | -2.6% | +8.2% | +6.3% |
| YTD | +5.7% | -0.1% | +5.8% | +5.0% |
| 1Y | +14.6% | +0.5% | +14.1% | +13.5% |
| 3Y | +50.7% | +15.3% | +35.4% | +35.4% |
| All | -4.7% | -26.3% | +21.6% | +8.4% |
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