+46.7%
XLU vs SPOT
+234.5%
-187.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -1.0% |
| 7D | -1.2% | -6.9% | +5.7% | -1.0% |
| 30D | -2.5% | +4.1% | -6.7% | -2.7% |
| 3M | -2.7% | +3.7% | -6.4% | -2.9% |
| 6M | -7.5% | -1.6% | -5.8% | -7.5% |
| YTD | +0.9% | -10.2% | +11.1% | +1.0% |
| 1Y | +3.3% | -25.9% | +29.2% | +4.2% |
| All | +46.7% | +234.5% | -187.8% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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