+40.6%
XUDV vs SPY
+29.3%
+11.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +2.8% | +0.1% | +2.7% | +2.7% |
| 3M | +8.0% | +2.0% | +6.0% | +6.4% |
| 6M | +18.2% | +13.0% | +5.2% | +7.9% |
| YTD | +29.9% | +13.5% | +16.4% | +18.1% |
| 1Y | +32.1% | +20.0% | +12.2% | +14.9% |
| All | +40.6% | +29.3% | +11.3% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling