+482.2%
XLB vs SPXU
-100.0%
+582.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | +0.2% |
| 7D | +0.5% | -7.6% | +8.1% | -2.0% |
| 30D | +5.2% | +5.3% | -0.2% | +7.7% |
| 3M | +0.3% | +9.6% | -9.3% | +4.4% |
| 6M | +1.2% | -4.5% | +5.7% | +1.2% |
| YTD | +16.6% | -25.9% | +42.5% | +8.2% |
| 1Y | +21.4% | -28.9% | +50.3% | +11.3% |
| 3Y | +43.2% | -80.5% | +123.7% | -8.9% |
| 5Y | +28.0% | -83.4% | +111.4% | -9.9% |
| 10Y | +164.8% | -99.5% | +264.3% | -27.4% |
| All | +482.2% | -100.0% | +582.2% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling