+632.4%
GEV vs XLY
+25.3%
+607.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.7% |
| 7D | +1.6% | -1.7% | +3.3% | +3.4% |
| 30D | -7.9% | -4.2% | -3.8% | -4.2% |
| 3M | +5.6% | -2.7% | +8.3% | +7.5% |
| 6M | +13.1% | -0.6% | +13.7% | +12.3% |
| YTD | +46.7% | -5.0% | +51.8% | +52.0% |
| 1Y | +51.3% | -4.1% | +55.4% | +55.4% |
| All | +632.4% | +25.3% | +607.2% | +453.0% |
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