+136.0%
XLC vs SPXU
-98.8%
+234.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.5% |
| 7D | +3.7% | -7.6% | +11.3% | +1.2% |
| 30D | -1.9% | +5.3% | -7.2% | +0.3% |
| 3M | -3.1% | +9.6% | -12.7% | +0.7% |
| 6M | -6.4% | -4.5% | -1.8% | -6.3% |
| YTD | -6.8% | -25.9% | +19.0% | -13.3% |
| 1Y | -1.7% | -28.9% | +27.2% | -9.6% |
| 3Y | +64.7% | -80.5% | +145.2% | +7.6% |
| 5Y | +41.1% | -83.4% | +124.5% | +2.7% |
| All | +136.0% | -98.8% | +234.8% | -0.5% |
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