+481.8%
XLB vs SPXU
-100.0%
+581.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -0.4% | +0.8% | -1.2% | 0.0% |
| 3M | +2.0% | -4.7% | +6.7% | +1.0% |
| 6M | +1.8% | -29.6% | +31.4% | -8.4% |
| YTD | +16.6% | -29.9% | +46.5% | +5.2% |
| 1Y | +16.9% | -39.1% | +56.0% | +1.2% |
| 3Y | +32.6% | -80.0% | +112.6% | -14.9% |
| 5Y | +35.6% | -86.0% | +121.7% | -10.5% |
| 10Y | +160.0% | -99.5% | +259.6% | -30.3% |
| All | +481.8% | -100.0% | +581.8% | -57.5% |
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