+32.6%
NET vs XLY
+22.6%
+10.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.8% | -9.2% |
| 7D | -16.4% | +6.1% | -22.4% | -24.3% |
| 30D | -25.8% | +10.8% | -36.6% | -37.5% |
| 3M | -11.5% | +3.6% | -15.2% | -17.5% |
| 6M | +18.9% | +4.4% | +14.6% | +7.6% |
| YTD | +35.2% | +3.1% | +32.1% | +22.3% |
| 1Y | +14.5% | +3.6% | +10.9% | +2.4% |
| 3Y | +313.8% | +56.5% | +257.3% | +62.4% |
| 5Y | +32.6% | +21.5% | +11.0% | -14.1% |
| All | +32.6% | +22.6% | +10.0% | -14.1% |
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