-15.6%
XYL vs SPXU
-85.5%
+69.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -0.4% |
| 7D | -1.2% | +6.4% | -7.6% | +0.8% |
| 30D | -13.2% | +5.9% | -19.1% | -11.3% |
| 3M | -0.2% | -11.7% | +11.5% | -3.7% |
| 6M | -12.5% | -28.7% | +16.2% | -20.7% |
| YTD | -20.9% | -26.4% | +5.5% | -27.1% |
| 1Y | -21.6% | -35.2% | +13.7% | -30.3% |
| 3Y | +16.1% | -79.8% | +95.9% | -24.1% |
| 5Y | -15.6% | -86.1% | +70.4% | -42.8% |
| All | -15.6% | -85.5% | +69.9% | -42.8% |
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