+44.8%
XLP vs SPXU
-80.6%
+125.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.5% |
| 7D | +2.5% | -7.6% | +10.1% | +2.0% |
| 30D | +7.3% | +5.3% | +2.0% | +7.7% |
| 3M | +8.1% | +9.6% | -1.5% | +8.9% |
| 6M | +10.5% | -4.5% | +15.0% | +10.4% |
| YTD | +21.2% | -25.9% | +47.1% | +18.8% |
| 1Y | +22.7% | -28.9% | +51.6% | +20.0% |
| 3Y | +44.8% | -80.5% | +125.3% | +20.7% |
| All | +44.8% | -80.6% | +125.4% | +20.7% |
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