-22.6%
XYL vs SPXU
-83.3%
+60.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.6% |
| 7D | -3.7% | -7.6% | +3.8% | -6.1% |
| 30D | -8.3% | +5.3% | -13.7% | -6.5% |
| 3M | -21.4% | +9.6% | -31.1% | -18.5% |
| 6M | -12.9% | -4.5% | -8.4% | -13.2% |
| YTD | -30.1% | -25.9% | -4.2% | -35.1% |
| 1Y | -35.2% | -28.9% | -6.3% | -40.5% |
| 3Y | -0.8% | -80.5% | +79.7% | -36.0% |
| All | -22.6% | -83.3% | +60.6% | -43.5% |
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