+41.9%
XLP vs SPXU
-79.5%
+121.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.3% |
| 7D | +0.7% | +7.6% | -6.8% | +1.3% |
| 30D | +10.3% | +17.5% | -7.3% | +11.4% |
| 3M | +6.5% | +14.7% | -8.1% | +7.6% |
| 6M | +8.4% | -0.1% | +8.4% | +8.5% |
| YTD | +18.2% | -19.8% | +38.0% | +16.4% |
| 1Y | +22.4% | -23.7% | +46.2% | +20.1% |
| 3Y | +41.9% | -79.5% | +121.4% | +18.8% |
| All | +41.9% | -79.5% | +121.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling