+701.9%
XLF vs SPXU
-100.0%
+801.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -0.7% |
| 7D | +0.2% | -1.5% | +1.6% | -0.3% |
| 30D | -0.5% | +3.7% | -4.2% | +1.0% |
| 3M | +10.6% | -9.6% | +20.2% | +7.2% |
| 6M | +14.3% | -32.4% | +46.6% | +0.3% |
| YTD | +5.5% | -28.7% | +34.2% | -5.0% |
| 1Y | +9.6% | -38.2% | +47.8% | -5.9% |
| 3Y | +75.2% | -80.4% | +155.6% | +7.6% |
| 5Y | +65.5% | -86.0% | +151.6% | +5.4% |
| 10Y | +246.4% | -99.5% | +346.0% | -14.6% |
| All | +701.9% | -100.0% | +801.9% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling