+35.5%
XLV vs SPOT
+113.7%
-78.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.6% | -3.1% | -0.5% | -3.3% |
| 30D | -1.8% | +7.4% | -9.2% | -2.4% |
| 3M | +7.8% | +8.2% | -0.4% | +7.0% |
| 6M | +9.1% | +2.2% | +6.9% | +8.5% |
| YTD | +7.7% | -9.5% | +17.2% | +8.0% |
| 1Y | +20.4% | -23.8% | +44.3% | +22.5% |
| 3Y | +30.8% | +233.5% | -202.7% | +13.5% |
| All | +35.5% | +113.7% | -78.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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