+6.6%
C vs XLY
+1,125.3%
-1,118.7%
-98.0%
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% | +0.2% |
| 7D | +3.2% | -0.5% | +3.7% | +3.8% |
| 30D | +1.3% | -4.9% | +6.2% | +7.1% |
| 3M | +3.1% | -1.0% | +4.1% | +3.3% |
| 6M | +29.6% | 0.0% | +29.6% | +27.9% |
| YTD | +19.0% | -4.2% | +23.1% | +23.3% |
| 1Y | +45.6% | -2.7% | +48.3% | +47.5% |
| 3Y | +269.3% | +38.4% | +230.8% | +139.7% |
| 5Y | +131.6% | +28.9% | +102.6% | +48.8% |
| 10Y | +286.5% | +214.7% | +71.8% | -19.4% |
| All | +6.6% | +1,125.3% | -1,118.7% | -95.0% |
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