+738.3%
XLV vs SPXU
-100.0%
+838.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.8% |
| 7D | -3.6% | +2.5% | -6.0% | -2.9% |
| 30D | -1.8% | +4.2% | -6.0% | -0.7% |
| 3M | +7.8% | -9.3% | +17.0% | +5.4% |
| 6M | +9.1% | -30.7% | +39.8% | +0.4% |
| YTD | +7.7% | -28.1% | +35.9% | +0.3% |
| 1Y | +20.4% | -35.2% | +55.7% | +9.7% |
| 3Y | +30.8% | -79.9% | +110.7% | -6.4% |
| 5Y | +34.6% | -86.4% | +121.0% | -3.3% |
| 10Y | +173.4% | -99.5% | +272.9% | +0.2% |
| All | +738.3% | -100.0% | +838.3% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling