+8.7%
XLUI vs SPY
+20.7%
-12.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.1% | +3.3% | -2.2% | +0.6% |
| 30D | +3.6% | -2.7% | +6.3% | +4.0% |
| 3M | +1.3% | -1.7% | +3.1% | +1.6% |
| 6M | +0.5% | +3.1% | -2.6% | -0.2% |
| YTD | +8.1% | +11.9% | -3.8% | +5.2% |
| 1Y | +4.7% | +12.0% | -7.3% | +1.9% |
| All | +8.7% | +20.7% | -12.0% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling