+9.1%
XLF vs SPOT
-21.9%
+31.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +0.2% | +12.5% | -12.3% | -0.4% |
| 3M | +11.7% | +9.9% | +1.8% | +11.1% |
| 6M | +13.8% | +1.6% | +12.2% | +13.2% |
| YTD | +7.0% | -6.6% | +13.6% | +6.2% |
| 1Y | +9.1% | -22.9% | +32.1% | +7.7% |
| All | +9.1% | -21.9% | +31.0% | +7.7% |
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