+1,235.8%
EWY vs XLY
+967.3%
+268.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.5% |
| 7D | -0.1% | -1.7% | +1.6% | +1.4% |
| 30D | +7.3% | -4.2% | +11.5% | +11.1% |
| 3M | -5.1% | -2.7% | -2.5% | -3.5% |
| 6M | +42.1% | -0.6% | +42.7% | +43.5% |
| YTD | +94.1% | -5.0% | +99.1% | +103.6% |
| 1Y | +147.8% | -4.1% | +151.9% | +157.4% |
| 3Y | +222.9% | +33.6% | +189.3% | +145.1% |
| 5Y | +150.6% | +28.7% | +121.9% | +86.6% |
| 10Y | +304.4% | +219.6% | +84.8% | +27.4% |
| All | +1,235.8% | +967.3% | +268.5% | +44.6% |
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