+5.8%
XLU vs SPXU
-40.4%
+46.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -1.3% | +0.8% | -2.2% | -1.3% |
| 3M | -1.3% | -4.7% | +3.4% | -1.3% |
| 6M | -7.6% | -29.6% | +22.0% | -9.6% |
| YTD | +2.3% | -29.9% | +32.1% | 0.0% |
| 1Y | +5.8% | -39.1% | +44.8% | +0.3% |
| All | +5.8% | -40.4% | +46.1% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling