+22.2%
F vs XLY
+1,125.3%
-1,103.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.4% |
| 7D | +1.2% | -0.5% | +1.7% | +1.7% |
| 30D | +1.2% | -4.9% | +6.1% | +6.5% |
| 3M | -5.7% | -1.0% | -4.6% | -5.2% |
| 6M | +17.9% | 0.0% | +17.9% | +17.5% |
| YTD | +10.4% | -4.2% | +14.6% | +14.8% |
| 1Y | +25.3% | -2.7% | +28.0% | +27.8% |
| 3Y | +37.5% | +38.4% | -1.0% | -4.2% |
| 5Y | +46.5% | +28.9% | +17.6% | +9.5% |
| 10Y | +86.4% | +214.7% | -128.4% | -44.1% |
| All | +22.2% | +1,125.3% | -1,103.1% | -89.6% |
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