+10.2%
XLF vs U
+19.5%
-9.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +1.2% | +2.8% | -1.6% | +1.1% |
| 30D | +6.2% | +7.6% | -1.4% | +5.7% |
| 3M | +0.9% | +12.7% | -11.8% | +0.1% |
| 6M | +13.6% | +87.0% | -73.3% | +9.4% |
| YTD | +7.6% | +13.6% | -6.0% | +5.0% |
| 1Y | +10.2% | +25.3% | -15.1% | +6.3% |
| All | +10.2% | +19.5% | -9.3% | +6.3% |
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