+73.9%
MSFT vs XLY
+28.1%
+45.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | 0.0% |
| 7D | -0.8% | -1.7% | +0.9% | +0.4% |
| 30D | +0.8% | -4.2% | +5.0% | +3.9% |
| 3M | +27.2% | -2.7% | +29.9% | +29.6% |
| 6M | +22.9% | -0.6% | +23.5% | +22.9% |
| YTD | +3.1% | -5.0% | +8.2% | +6.4% |
| 1Y | -0.3% | -4.1% | +3.8% | +1.9% |
| 3Y | +50.1% | +33.6% | +16.5% | +17.1% |
| All | +73.9% | +28.1% | +45.7% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling