+37.6%
XLC vs SPXU
-85.9%
+123.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.1% |
| 7D | -1.4% | +1.3% | -2.7% | -1.0% |
| 30D | -0.9% | +5.1% | -6.0% | +0.9% |
| 3M | -0.3% | -9.1% | +8.8% | -2.9% |
| 6M | -5.2% | -29.6% | +24.4% | -14.6% |
| YTD | -5.3% | -27.7% | +22.4% | -13.6% |
| 1Y | -2.8% | -37.0% | +34.2% | -14.9% |
| 3Y | +71.2% | -80.2% | +151.4% | +8.9% |
| 5Y | +37.6% | -86.0% | +123.6% | -8.5% |
| All | +37.6% | -85.9% | +123.4% | -8.5% |
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 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