+7.0%
XLUI vs SPY
+21.8%
-14.8%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +2.1% | +0.5% | +1.5% | +2.0% |
| 30D | +0.2% | -0.9% | +1.2% | +0.4% |
| 3M | +1.9% | +3.9% | -2.0% | +1.2% |
| 6M | -0.6% | +14.5% | -15.1% | -3.5% |
| YTD | +6.4% | +12.9% | -6.5% | +3.5% |
| 1Y | +8.9% | +19.4% | -10.5% | +4.4% |
| All | +7.0% | +21.8% | -14.8% | +2.1% |
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