+64.3%
XLF vs SPXU
-86.1%
+150.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | 0.0% |
| 7D | -1.5% | +2.5% | -3.9% | -0.7% |
| 30D | -1.2% | +4.2% | -5.3% | +0.1% |
| 3M | +9.2% | -9.3% | +18.4% | +6.6% |
| 6M | +16.3% | -30.7% | +47.0% | +5.8% |
| YTD | +5.4% | -28.1% | +33.6% | -2.6% |
| 1Y | +7.6% | -35.2% | +42.8% | -3.0% |
| 3Y | +74.2% | -79.9% | +154.1% | +20.2% |
| All | +64.3% | -86.1% | +150.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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