+314.7%
SPY vs XLV
+174.9%
+139.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +1.0% |
| 7D | -0.8% | -3.6% | +2.8% | +2.1% |
| 30D | -1.1% | -1.8% | +0.8% | +0.2% |
| 3M | +3.9% | +7.8% | -3.9% | -3.2% |
| 6M | +13.6% | +9.1% | +4.5% | +4.6% |
| YTD | +12.7% | +7.7% | +4.9% | +4.6% |
| 1Y | +17.5% | +20.4% | -2.9% | -1.3% |
| 3Y | +76.9% | +30.8% | +46.1% | +36.5% |
| 5Y | +83.6% | +34.6% | +48.9% | +37.9% |
| All | +314.7% | +174.9% | +139.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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