+408.0%
META vs XLY
+220.9%
+187.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.4% |
| 7D | +5.1% | -1.7% | +6.8% | +6.9% |
| 30D | +12.0% | -4.2% | +16.1% | +16.9% |
| 3M | +14.1% | -2.7% | +16.8% | +17.5% |
| 6M | -0.9% | -0.6% | -0.2% | 0.0% |
| YTD | -1.7% | -5.0% | +3.4% | +3.8% |
| 1Y | -13.4% | -4.1% | -9.3% | -9.6% |
| 3Y | +112.6% | +33.6% | +79.0% | +55.2% |
| 5Y | +72.6% | +28.7% | +43.9% | +33.2% |
| All | +408.0% | +220.9% | +187.1% | +60.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling