+34.0%
XLB vs SPXU
-80.1%
+114.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -0.5% |
| 7D | -0.2% | -1.5% | +1.2% | -0.6% |
| 30D | -1.7% | +3.7% | -5.5% | -0.7% |
| 3M | +4.4% | -9.6% | +13.9% | +2.1% |
| 6M | +5.0% | -32.4% | +37.4% | -4.2% |
| YTD | +15.5% | -28.7% | +44.2% | +7.3% |
| 1Y | +14.9% | -38.2% | +53.1% | +3.2% |
| All | +34.0% | -80.1% | +114.0% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling