-31.5%
XYL vs SUI
+1.6%
-33.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.2% | +2.3% |
| 7D | +14.5% | +10.0% | +4.5% | +9.4% |
| 30D | -1.3% | +8.4% | -9.7% | -3.9% |
| 3M | -17.0% | +0.7% | -17.6% | -17.7% |
| 6M | -11.3% | -0.9% | -10.4% | -11.9% |
| YTD | -25.0% | +0.6% | -25.6% | -25.5% |
| 1Y | -31.5% | +0.8% | -32.3% | -32.3% |
| All | -31.5% | +1.6% | -33.2% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling