+322.4%
NET vs XLY
+56.0%
+266.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.8% | -6.5% |
| 7D | -16.4% | +6.1% | -22.4% | -21.2% |
| 30D | -25.8% | +10.8% | -36.6% | -33.1% |
| 3M | -11.5% | +3.6% | -15.2% | -14.9% |
| 6M | +18.9% | +4.4% | +14.6% | +12.6% |
| YTD | +35.2% | +3.1% | +32.1% | +28.8% |
| 1Y | +14.5% | +3.6% | +10.9% | +8.4% |
| All | +322.4% | +56.0% | +266.4% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling