+325.0%
BAC vs XLY
+1,103.4%
-778.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.3% |
| 7D | -0.3% | -3.9% | +3.6% | +3.9% |
| 30D | -1.8% | -6.1% | +4.4% | +4.8% |
| 3M | +15.3% | -1.2% | +16.4% | +15.6% |
| 6M | +30.2% | -1.8% | +31.9% | +30.5% |
| YTD | +15.6% | -5.9% | +21.4% | +21.0% |
| 1Y | +27.5% | -3.1% | +30.6% | +28.4% |
| 3Y | +137.0% | +36.0% | +101.1% | +58.9% |
| 5Y | +75.6% | +27.6% | +48.0% | +17.1% |
| 10Y | +396.9% | +216.8% | +180.1% | +11.8% |
| All | +325.0% | +1,103.4% | -778.4% | -75.5% |
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