+939.9%
BA vs XLY
+1,125.3%
-185.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | +2.5% | -0.5% | +3.0% | +2.9% |
| 30D | -10.1% | -4.9% | -5.2% | -6.3% |
| 3M | -2.4% | -1.0% | -1.4% | -1.8% |
| 6M | -8.8% | 0.0% | -8.8% | -8.9% |
| YTD | -2.9% | -4.2% | +1.2% | +0.1% |
| 1Y | -8.8% | -2.7% | -6.1% | -7.4% |
| 3Y | -0.3% | +38.4% | -38.7% | -25.8% |
| 5Y | -0.3% | +28.9% | -29.2% | -22.3% |
| 10Y | +72.3% | +214.7% | -142.4% | -28.4% |
| All | +939.9% | +1,125.3% | -185.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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