+1,362.0%
AMAT vs XLF
+219.7%
+1,142.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.9% |
| 7D | +19.3% | +1.2% | +18.1% | +18.1% |
| 30D | -17.9% | +6.2% | -24.1% | -22.6% |
| 3M | -30.4% | +0.9% | -31.3% | -31.3% |
| 6M | -11.4% | +13.6% | -25.1% | -22.9% |
| YTD | +48.8% | +7.6% | +41.2% | +36.6% |
| 1Y | +66.0% | +10.2% | +55.9% | +48.9% |
| 3Y | +158.8% | +79.8% | +79.0% | +41.2% |
| 5Y | +153.2% | +58.0% | +95.2% | +59.3% |
| All | +1,362.0% | +219.7% | +1,142.3% | +487.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 10y: compounded portfolio wealth divided by compounded XLF 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…
10y analysis · Full analysis span regression · 6 months rolling