+35.5%
XLV vs SPXU
-86.1%
+121.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.6% |
| 7D | -3.6% | +2.5% | -6.0% | -3.1% |
| 30D | -1.8% | +4.2% | -6.0% | -1.0% |
| 3M | +7.8% | -9.3% | +17.0% | +6.1% |
| 6M | +9.1% | -30.7% | +39.8% | +2.6% |
| YTD | +7.7% | -28.1% | +35.9% | +2.2% |
| 1Y | +20.4% | -35.2% | +55.7% | +12.4% |
| 3Y | +30.8% | -79.9% | +110.7% | +1.6% |
| All | +35.5% | -86.1% | +121.6% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling