+479.3%
XLP vs SPXU
-100.0%
+579.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | +0.8% | -1.7% | -0.7% |
| 3M | +3.8% | -4.7% | +8.5% | +3.1% |
| 6M | -1.7% | -29.6% | +27.9% | -7.5% |
| YTD | +10.3% | -29.9% | +40.1% | +3.8% |
| 1Y | +7.8% | -39.1% | +46.9% | -1.0% |
| 3Y | +27.2% | -80.0% | +107.2% | -2.3% |
| 5Y | +32.5% | -86.0% | +118.6% | +2.5% |
| 10Y | +101.8% | -99.5% | +201.3% | -7.2% |
| All | +479.3% | -100.0% | +579.2% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling