+287.4%
NET vs XLY
+50.0%
+237.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.8% | -4.4% | -4.7% |
| 7D | -21.2% | +1.2% | -22.4% | -22.3% |
| 30D | -31.1% | +5.3% | -36.4% | -34.7% |
| 3M | -16.5% | -0.6% | -15.9% | -16.3% |
| 6M | 0.0% | +0.1% | 0.0% | -1.3% |
| YTD | +24.0% | -0.9% | +24.9% | +22.8% |
| 1Y | +7.0% | -1.6% | +8.6% | +6.9% |
| All | +287.4% | +50.0% | +237.4% | +106.7% |
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