+449.6%
XLU vs SPXU
-100.0%
+549.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.6% |
| 7D | -1.2% | +6.4% | -7.5% | 0.0% |
| 30D | -2.5% | +5.9% | -8.5% | -1.4% |
| 3M | -2.7% | -11.7% | +8.9% | -4.9% |
| 6M | -7.5% | -28.7% | +21.2% | -12.9% |
| YTD | +0.9% | -26.4% | +27.3% | -4.2% |
| 1Y | +3.3% | -35.2% | +38.5% | -4.1% |
| 3Y | +47.3% | -79.8% | +127.1% | +13.2% |
| 5Y | +44.4% | -86.1% | +130.5% | +11.4% |
| 10Y | +140.8% | -99.5% | +240.3% | +11.2% |
| All | +449.6% | -100.0% | +549.6% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling