+29.5%
XLB vs SPXU
-30.4%
+59.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +1.4% |
| 7D | +3.9% | +2.2% | +1.8% | +4.5% |
| 30D | +8.9% | +3.8% | +5.1% | +10.0% |
| 3M | +4.1% | +3.3% | +0.9% | +5.3% |
| 6M | +7.3% | -16.7% | +24.0% | +3.5% |
| YTD | +20.4% | -28.6% | +49.0% | +12.8% |
| 1Y | +29.5% | -30.6% | +60.1% | +21.0% |
| All | +29.5% | -30.4% | +59.9% | +21.0% |
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