+14.7%
XLF vs SPOT
+0.4%
+14.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +3.2% |
| 7D | +5.5% | +16.6% | -11.1% | +4.4% |
| 30D | +9.9% | +29.9% | -20.1% | +7.9% |
| 3M | +2.6% | +31.3% | -28.6% | +0.8% |
| 6M | +15.6% | +43.2% | -27.6% | +12.8% |
| YTD | +9.4% | +8.1% | +1.3% | +8.5% |
| 1Y | +14.7% | -0.3% | +15.0% | +14.6% |
| All | +14.7% | +0.4% | +14.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling