-17.1%
XYL vs SUI
-32.0%
+14.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.0% | -2.8% | -2.2% | -3.9% |
| 30D | -13.2% | -1.2% | -12.0% | -12.8% |
| 3M | -3.7% | -1.7% | -2.0% | -3.2% |
| 6M | -17.7% | -10.5% | -7.2% | -14.0% |
| YTD | -21.5% | -1.8% | -19.7% | -21.4% |
| 1Y | -24.5% | -4.1% | -20.4% | -23.7% |
| 3Y | +6.9% | +11.3% | -4.3% | -1.5% |
| All | -17.1% | -32.0% | +14.9% | -3.4% |
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