+148.5%
XLF vs SPOT
+227.0%
-78.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | +0.2% | +12.5% | -12.3% | -1.6% |
| 3M | +11.7% | +9.9% | +1.8% | +9.9% |
| 6M | +13.8% | +1.6% | +12.2% | +12.7% |
| YTD | +7.0% | -6.6% | +13.6% | +6.9% |
| 1Y | +9.1% | -22.9% | +32.1% | +12.0% |
| 3Y | +75.6% | +244.3% | -168.7% | +39.4% |
| 5Y | +66.4% | +117.8% | -51.4% | +34.7% |
| All | +148.5% | +227.0% | -78.5% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling