+158.8%
XLB vs SPXU
-99.5%
+258.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -0.6% |
| 7D | -3.5% | +6.4% | -9.9% | -1.6% |
| 30D | -4.7% | +5.9% | -10.6% | -2.8% |
| 3M | +2.7% | -11.7% | +14.4% | -0.7% |
| 6M | +2.6% | -28.7% | +31.3% | -6.5% |
| YTD | +12.8% | -26.4% | +39.2% | +4.4% |
| 1Y | +14.0% | -35.2% | +49.2% | +1.9% |
| 3Y | +31.5% | -79.8% | +111.3% | -12.0% |
| 5Y | +33.4% | -86.1% | +119.5% | -8.6% |
| All | +158.8% | -99.5% | +258.4% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling