+35.0%
XLB vs SPXU
-85.9%
+120.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.6% |
| 7D | -2.9% | +1.3% | -4.2% | -2.6% |
| 30D | -3.4% | +5.1% | -8.5% | -1.9% |
| 3M | +1.6% | -9.1% | +10.7% | -0.6% |
| 6M | +3.6% | -29.6% | +33.2% | -5.0% |
| YTD | +14.2% | -27.7% | +41.9% | +5.9% |
| 1Y | +15.6% | -37.0% | +52.5% | +3.6% |
| 3Y | +33.1% | -80.2% | +113.3% | -8.4% |
| 5Y | +35.0% | -86.0% | +121.1% | -6.2% |
| All | +35.0% | -85.9% | +120.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling