+16.1%
JPM vs XLY
+3.2%
+12.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +2.5% |
| 7D | +3.8% | +6.1% | -2.3% | +1.4% |
| 30D | +6.5% | +10.8% | -4.3% | +2.3% |
| 3M | -1.0% | +3.6% | -4.7% | -2.4% |
| 6M | +15.5% | +4.4% | +11.2% | +13.3% |
| YTD | +11.4% | +3.1% | +8.3% | +9.4% |
| 1Y | +16.1% | +3.6% | +12.5% | +13.5% |
| All | +16.1% | +3.2% | +12.9% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling