+8.6%
XLF vs SPOT
-27.6%
+36.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | -6.9% | +4.0% | -2.5% |
| 30D | -1.6% | +4.1% | -5.7% | -1.8% |
| 3M | +9.3% | +3.7% | +5.6% | +9.0% |
| 6M | +14.6% | -1.6% | +16.2% | +14.2% |
| YTD | +4.7% | -10.2% | +14.9% | +4.3% |
| 1Y | +8.6% | -25.9% | +34.5% | +7.6% |
| All | +8.6% | -27.6% | +36.3% | +7.6% |
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