+1,103.6%
XLY vs SPXU
-100.0%
+1,203.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | 0.0% |
| 7D | -1.7% | +2.5% | -4.2% | -0.8% |
| 30D | -4.2% | +4.2% | -8.4% | -2.6% |
| 3M | -2.7% | -9.3% | +6.6% | -5.3% |
| 6M | -0.6% | -30.7% | +30.1% | -11.0% |
| YTD | -5.0% | -28.1% | +23.1% | -13.3% |
| 1Y | -4.1% | -35.2% | +31.1% | -14.9% |
| 3Y | +33.6% | -79.9% | +113.5% | -12.1% |
| 5Y | +28.7% | -86.4% | +115.1% | -11.6% |
| 10Y | +219.6% | -99.5% | +319.2% | -1.0% |
| All | +1,103.6% | -100.0% | +1,203.6% | +27.4% |
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