+44.2%
XLU vs SPXU
-86.1%
+130.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.7% |
| 7D | -1.6% | +2.5% | -4.1% | -1.2% |
| 30D | -3.3% | +4.2% | -7.5% | -2.7% |
| 3M | -3.2% | -9.3% | +6.1% | -4.4% |
| 6M | -7.0% | -30.7% | +23.7% | -11.6% |
| YTD | +0.6% | -28.1% | +28.8% | -3.7% |
| 1Y | +2.4% | -35.2% | +37.7% | -3.3% |
| 3Y | +46.3% | -79.9% | +126.2% | +17.8% |
| All | +44.2% | -86.1% | +130.3% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling