+139.5%
XLP vs URA
+266.3%
-126.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +2.5% | -1.5% | +4.1% | +2.6% |
| 30D | +7.3% | -10.4% | +17.7% | +8.1% |
| 3M | +8.1% | -29.6% | +37.7% | +10.9% |
| 6M | +10.5% | -40.3% | +50.8% | +14.8% |
| YTD | +21.2% | -25.5% | +46.7% | +22.2% |
| 1Y | +22.7% | -26.4% | +49.1% | +23.8% |
| 3Y | +44.8% | +31.4% | +13.4% | +32.8% |
| 5Y | +44.7% | +28.6% | +16.1% | +30.5% |
| All | +139.5% | +266.3% | -126.8% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling