+923.7%
SPY vs XLF
+412.0%
+511.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.2% |
| 7D | +0.5% | +0.2% | +0.4% | +0.4% |
| 30D | -0.9% | -0.5% | -0.4% | -0.7% |
| 3M | +3.9% | +10.6% | -6.8% | -2.0% |
| 6M | +14.5% | +14.3% | +0.2% | +6.1% |
| YTD | +12.9% | +5.5% | +7.4% | +9.2% |
| 1Y | +19.4% | +9.6% | +9.8% | +13.0% |
| 3Y | +78.5% | +75.2% | +3.3% | +29.9% |
| 5Y | +81.8% | +65.5% | +16.2% | +36.5% |
| 10Y | +311.5% | +246.4% | +65.1% | +102.3% |
| All | +923.7% | +412.0% | +511.8% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling