-1.5%
BAC vs XLY
+3.2%
-4.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +2.2% |
| 7D | +1.5% | +6.1% | -4.5% | -0.9% |
| 30D | -4.4% | +10.8% | -15.2% | -8.3% |
| 3M | -17.5% | +3.6% | -21.1% | -18.8% |
| 6M | -0.1% | +4.4% | -4.4% | -2.1% |
| YTD | -4.6% | +3.1% | -7.7% | -6.6% |
| 1Y | -1.5% | +3.6% | -5.1% | -3.7% |
| All | -1.5% | +3.2% | -4.7% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling