+16.9%
XLB vs SPXU
-40.4%
+57.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | 0.0% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -0.4% | +0.8% | -1.2% | -0.1% |
| 3M | +2.0% | -4.7% | +6.7% | +1.5% |
| 6M | +1.8% | -29.6% | +31.4% | -5.5% |
| YTD | +16.6% | -29.9% | +46.5% | +8.4% |
| 1Y | +16.9% | -39.1% | +56.0% | +4.1% |
| All | +16.9% | -40.4% | +57.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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