+128.8%
XLP vs SPXU
-99.5%
+228.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +7.9% | -0.3% |
| 7D | +0.1% | -1.5% | +1.5% | 0.0% |
| 30D | +8.9% | +9.7% | -0.7% | +11.0% |
| 3M | +7.5% | +8.4% | -1.0% | +9.4% |
| 6M | +9.4% | -5.7% | +15.2% | +8.8% |
| YTD | +19.3% | -25.4% | +44.7% | +14.2% |
| 1Y | +21.7% | -28.9% | +50.6% | +15.7% |
| 3Y | +44.0% | -81.2% | +125.1% | +9.7% |
| 5Y | +42.8% | -83.3% | +126.1% | +15.5% |
| 10Y | +128.8% | -99.5% | +228.3% | +4.3% |
| All | +128.8% | -99.5% | +228.3% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling