+9.0%
MSFT vs XLY
+3.2%
+5.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.3% | +2.4% | +4.2% |
| 7D | +4.7% | +6.1% | -1.4% | +1.2% |
| 30D | +5.8% | +10.8% | -5.0% | -0.2% |
| 3M | +13.0% | +3.6% | +9.4% | +10.5% |
| 6M | +34.9% | +4.4% | +30.6% | +30.8% |
| YTD | +15.7% | +3.1% | +12.6% | +12.6% |
| 1Y | +9.0% | +3.6% | +5.4% | +5.9% |
| All | +9.0% | +3.2% | +5.8% | +5.9% |
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