+37.2%
F vs XLY
+34.0%
+3.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.5% |
| 7D | -3.7% | -3.9% | +0.2% | -0.6% |
| 30D | -0.7% | -6.1% | +5.4% | +4.4% |
| 3M | -1.9% | -1.2% | -0.7% | -1.3% |
| 6M | +16.1% | -1.8% | +17.8% | +17.7% |
| YTD | +9.5% | -5.9% | +15.3% | +14.7% |
| 1Y | +27.2% | -3.1% | +30.3% | +30.1% |
| All | +37.2% | +34.0% | +3.2% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling