+143.2%
XLF vs SPOT
+214.5%
-71.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | -6.9% | +4.0% | -1.9% |
| 30D | -1.6% | +4.1% | -5.7% | -2.3% |
| 3M | +9.3% | +3.7% | +5.6% | +8.4% |
| 6M | +14.6% | -1.6% | +16.2% | +14.1% |
| YTD | +4.7% | -10.2% | +14.9% | +5.2% |
| 1Y | +8.6% | -25.9% | +34.5% | +12.1% |
| 3Y | +73.9% | +235.6% | -161.7% | +38.5% |
| 5Y | +65.0% | +110.6% | -45.5% | +34.2% |
| All | +143.2% | +214.5% | -71.3% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling