+640.9%
XLU vs SPY
+921.4%
-280.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -0.4% | -1.4% | +0.9% | +0.4% |
| 3M | -1.7% | +3.7% | -5.4% | -4.1% |
| 6M | -7.1% | +13.0% | -20.1% | -14.1% |
| YTD | +1.9% | +12.4% | -10.5% | -5.5% |
| 1Y | +6.1% | +18.5% | -12.4% | -4.9% |
| 3Y | +48.8% | +77.6% | -28.9% | +2.5% |
| 5Y | +43.8% | +81.7% | -37.9% | -3.6% |
| 10Y | +143.2% | +319.7% | -176.5% | -4.4% |
| All | +640.9% | +921.4% | -280.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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