+14.6%
COST vs XLY
-0.8%
+15.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.7% | +2.1% |
| 7D | +7.1% | +1.2% | +5.9% | +6.9% |
| 30D | +14.1% | +5.3% | +8.8% | +13.6% |
| 3M | +13.3% | -0.6% | +13.9% | +13.0% |
| 6M | +5.2% | +0.1% | +5.1% | +5.1% |
| YTD | +24.3% | -0.9% | +25.2% | +25.0% |
| 1Y | +14.6% | -1.6% | +16.2% | +15.4% |
| All | +14.6% | -0.8% | +15.4% | +15.4% |
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 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