+112.5%
NET vs XLY
+30.4%
+82.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | +0.1% |
| 7D | -7.0% | -2.0% | -5.0% | -3.9% |
| 30D | -4.8% | -3.1% | -1.6% | +0.1% |
| 3M | +3.8% | -1.8% | +5.6% | +5.7% |
| 6M | +50.0% | -0.9% | +50.9% | +46.6% |
| YTD | +41.5% | -3.4% | +44.9% | +43.6% |
| 1Y | +32.8% | -1.5% | +34.3% | +30.0% |
| 3Y | +335.9% | +38.8% | +297.1% | +116.0% |
| All | +112.5% | +30.4% | +82.0% | +28.9% |
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 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