+1,449.6%
NET vs XLY
+97.2%
+1,352.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -0.2% |
| 7D | -7.0% | -2.0% | -5.0% | -4.4% |
| 30D | -4.8% | -3.1% | -1.6% | -0.7% |
| 3M | +3.8% | -1.8% | +5.6% | +5.6% |
| 6M | +50.0% | -0.9% | +50.9% | +47.9% |
| YTD | +41.5% | -3.4% | +44.9% | +43.9% |
| 1Y | +32.8% | -1.5% | +34.3% | +31.6% |
| 3Y | +335.9% | +38.8% | +297.1% | +165.6% |
| 5Y | +113.8% | +30.5% | +83.3% | +56.0% |
| All | +1,449.6% | +97.2% | +1,352.3% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling