+42.7%
XLP vs SPXU
-83.8%
+126.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -0.2% | -9.4% | +9.1% | -1.3% |
| 30D | +8.2% | +7.4% | +0.7% | +9.3% |
| 3M | +7.7% | +6.2% | +1.6% | +8.8% |
| 6M | +9.3% | -7.2% | +16.5% | +8.7% |
| YTD | +19.5% | -26.8% | +46.3% | +15.6% |
| 1Y | +21.0% | -26.3% | +47.3% | +17.3% |
| 3Y | +43.2% | -80.6% | +123.8% | +16.4% |
| 5Y | +42.7% | -83.6% | +126.3% | +18.6% |
| All | +42.7% | -83.8% | +126.5% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling