+314.7%
SPY vs XLF
+254.4%
+60.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | -0.8% | -1.5% | +0.7% | +0.2% |
| 30D | -1.1% | -1.2% | +0.1% | -0.3% |
| 3M | +3.9% | +9.2% | -5.3% | -2.2% |
| 6M | +13.6% | +16.3% | -2.7% | +2.4% |
| YTD | +12.7% | +5.4% | +7.2% | +8.3% |
| 1Y | +17.5% | +7.6% | +9.9% | +11.3% |
| 3Y | +76.9% | +74.2% | +2.7% | +20.8% |
| 5Y | +83.6% | +66.1% | +17.4% | +28.7% |
| All | +314.7% | +254.4% | +60.4% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling