+42.1%
EWY vs XLY
-1.2%
+43.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.2% |
| 7D | -0.1% | -1.7% | +1.6% | +1.9% |
| 30D | +7.3% | -4.2% | +11.5% | +12.5% |
| 3M | -5.1% | -2.7% | -2.5% | -2.7% |
| 6M | +42.1% | -0.6% | +42.7% | +41.1% |
| All | +42.1% | -1.2% | +43.3% | +41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling