+521.0%
XLP vs SPXU
-100.0%
+621.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.4% |
| 7D | +0.7% | +7.6% | -6.8% | +2.3% |
| 30D | +10.3% | +17.5% | -7.3% | +13.9% |
| 3M | +6.5% | +14.7% | -8.1% | +9.6% |
| 6M | +8.4% | -0.1% | +8.4% | +8.9% |
| YTD | +18.2% | -19.8% | +38.0% | +14.4% |
| 1Y | +22.4% | -23.7% | +46.2% | +17.5% |
| 3Y | +41.9% | -79.5% | +121.4% | +9.2% |
| 5Y | +40.9% | -81.9% | +122.7% | +14.8% |
| 10Y | +128.4% | -99.5% | +227.9% | +5.3% |
| All | +521.0% | -100.0% | +621.0% | +59.1% |
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