+62.4%
EWY vs XLY
+3.2%
+59.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -5.9% |
| 7D | -8.3% | +6.1% | -14.4% | -13.7% |
| 30D | -20.5% | +10.8% | -31.3% | -28.6% |
| 3M | -11.1% | +3.6% | -14.8% | -14.6% |
| 6M | -7.0% | +4.4% | -11.4% | -10.9% |
| YTD | +56.5% | +3.1% | +53.4% | +46.3% |
| 1Y | +62.4% | +3.6% | +58.9% | +50.7% |
| All | +62.4% | +3.2% | +59.3% | +50.7% |
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