+393.1%
XYL vs SUI
+480.1%
-86.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.6% |
| 7D | +5.9% | +6.2% | -0.3% | +3.4% |
| 30D | -3.9% | +8.6% | -12.5% | -6.7% |
| 3M | -18.7% | +1.0% | -19.7% | -18.9% |
| 6M | -16.9% | -2.6% | -14.3% | -16.0% |
| YTD | -27.4% | -0.1% | -27.2% | -27.5% |
| 1Y | -34.0% | +0.5% | -34.5% | -34.3% |
| 3Y | +5.6% | +15.3% | -9.7% | -2.2% |
| 5Y | -20.6% | -26.1% | +5.6% | -13.4% |
| 10Y | +133.4% | +117.8% | +15.6% | +76.1% |
| All | +393.1% | +480.1% | -86.9% | +157.9% |
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