+14.7%
XLF vs U
+17.5%
-2.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +3.2% |
| 7D | +5.5% | +7.5% | -2.0% | +5.0% |
| 30D | +9.9% | -7.0% | +16.9% | +10.2% |
| 3M | +2.6% | +20.6% | -17.9% | +1.5% |
| 6M | +15.6% | +53.2% | -37.6% | +12.7% |
| YTD | +9.4% | -3.9% | +13.3% | +7.5% |
| 1Y | +14.7% | +18.4% | -3.7% | +11.3% |
| All | +14.7% | +17.5% | -2.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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