+374.0%
XYL vs SUI
+466.1%
-92.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -6.0% | -3.8% | -2.2% | -4.5% |
| 30D | -8.3% | +3.9% | -12.2% | -9.4% |
| 3M | -22.6% | +0.2% | -22.8% | -22.5% |
| 6M | -15.0% | -4.2% | -10.9% | -13.6% |
| YTD | -30.2% | -2.5% | -27.7% | -29.6% |
| 1Y | -36.4% | -4.0% | -32.4% | -35.5% |
| 3Y | -0.9% | +16.5% | -17.4% | -8.5% |
| 5Y | -23.4% | -27.2% | +3.9% | -16.0% |
| 10Y | +100.9% | +119.6% | -18.6% | +51.8% |
| All | +374.0% | +466.1% | -92.2% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling