+314.7%
SPY vs XLY
+220.9%
+93.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -0.8% | -1.7% | +0.9% | +0.5% |
| 30D | -1.1% | -4.2% | +3.1% | +1.9% |
| 3M | +3.9% | -2.7% | +6.5% | +5.5% |
| 6M | +13.6% | -0.6% | +14.2% | +13.4% |
| YTD | +12.7% | -5.0% | +17.7% | +16.1% |
| 1Y | +17.5% | -4.1% | +21.6% | +19.9% |
| 3Y | +76.9% | +33.6% | +43.3% | +39.0% |
| 5Y | +83.6% | +28.7% | +54.9% | +44.6% |
| All | +314.7% | +220.9% | +93.9% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling