+64.4%
XLF vs SPOT
+111.4%
-47.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | -1.0% | -6.5% | +5.5% | -0.1% |
| 30D | -1.3% | +2.2% | -3.5% | -1.7% |
| 3M | +9.1% | +5.4% | +3.8% | +8.1% |
| 6M | +14.4% | -4.0% | +18.4% | +14.3% |
| YTD | +5.1% | -9.9% | +15.0% | +5.6% |
| 1Y | +8.6% | -27.3% | +35.9% | +12.6% |
| 3Y | +74.4% | +236.4% | -162.0% | +38.1% |
| 5Y | +64.4% | +112.6% | -48.2% | +27.9% |
| All | +64.4% | +111.4% | -47.0% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling