+374.7%
XYL vs SPXU
-100.0%
+474.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.6% |
| 7D | -3.7% | -7.6% | +3.8% | -6.2% |
| 30D | -8.3% | +5.3% | -13.7% | -6.4% |
| 3M | -21.4% | +9.6% | -31.1% | -18.4% |
| 6M | -12.9% | -4.5% | -8.4% | -13.2% |
| YTD | -30.1% | -25.9% | -4.2% | -35.3% |
| 1Y | -35.2% | -28.9% | -6.3% | -40.7% |
| 3Y | -0.8% | -80.5% | +79.7% | -36.5% |
| 5Y | -23.2% | -83.4% | +60.1% | -45.0% |
| 10Y | +101.2% | -99.5% | +200.7% | -38.8% |
| All | +374.7% | -100.0% | +474.7% | -18.5% |
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 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