+86.4%
F vs XLY
+220.9%
-134.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.2% |
| 7D | -4.4% | -1.7% | -2.7% | -2.8% |
| 30D | +1.0% | -4.2% | +5.2% | +5.3% |
| 3M | -4.0% | -2.7% | -1.3% | -2.0% |
| 6M | +18.1% | -0.6% | +18.7% | +18.5% |
| YTD | +10.2% | -5.0% | +15.2% | +15.5% |
| 1Y | +24.3% | -4.1% | +28.4% | +28.6% |
| 3Y | +38.1% | +33.6% | +4.5% | +0.7% |
| 5Y | +50.2% | +28.7% | +21.5% | +13.1% |
| All | +86.4% | +220.9% | -134.5% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling