+14.8%
SPY vs XLF
+15.8%
-1.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +0.1% |
| 7D | -0.7% | +5.5% | -6.2% | -3.1% |
| 30D | -1.0% | +9.9% | -10.9% | -5.2% |
| 3M | -0.3% | +2.6% | -3.0% | -1.5% |
| 6M | +7.3% | +15.6% | -8.2% | 0.0% |
| YTD | +13.3% | +9.4% | +3.9% | +7.7% |
| 1Y | +14.8% | +14.7% | +0.1% | +5.6% |
| All | +14.8% | +15.8% | -1.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling