+3,934.1%
COST vs XLY
+1,114.2%
+2,820.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -1.2% | -1.7% | +0.5% | 0.0% |
| 30D | -4.7% | -4.2% | -0.5% | -1.8% |
| 3M | -7.1% | -2.7% | -4.4% | -5.8% |
| 6M | -8.5% | -0.6% | -7.9% | -9.4% |
| YTD | +5.4% | -5.0% | +10.4% | +7.6% |
| 1Y | -5.6% | -4.1% | -1.5% | -4.9% |
| 3Y | +68.5% | +33.6% | +34.9% | +29.2% |
| 5Y | +105.2% | +28.7% | +76.5% | +56.8% |
| 10Y | +610.7% | +219.6% | +391.1% | +151.6% |
| All | +3,934.1% | +1,114.2% | +2,820.0% | +298.6% |
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