+161.7%
XLF vs U
-44.5%
+206.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | 0.0% | -3.8% | +3.8% | +0.3% |
| 30D | +0.2% | +17.5% | -17.3% | -1.2% |
| 3M | +11.7% | +38.7% | -27.0% | +8.6% |
| 6M | +13.8% | +104.4% | -90.6% | +7.0% |
| YTD | +7.0% | -5.7% | +12.7% | +5.9% |
| 1Y | +9.1% | +3.7% | +5.5% | +6.6% |
| 3Y | +75.6% | +12.3% | +63.3% | +65.0% |
| 5Y | +66.4% | -68.8% | +135.3% | +55.5% |
| All | +161.7% | -44.5% | +206.2% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling