+123.6%
XLU vs SPOT
+218.6%
-95.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +2.1% | -2.9% | +4.9% | +2.2% |
| 30D | -0.4% | +8.3% | -8.7% | -0.8% |
| 3M | +0.5% | +5.1% | -4.6% | +0.1% |
| 6M | -5.8% | -6.5% | +0.7% | -5.7% |
| YTD | +3.1% | -9.0% | +12.1% | +3.2% |
| 1Y | +8.1% | -26.4% | +34.5% | +9.3% |
| 3Y | +50.5% | +240.0% | -189.5% | +39.1% |
| 5Y | +44.7% | +111.7% | -67.0% | +33.8% |
| All | +123.6% | +218.6% | -95.1% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling