+912.9%
SPY vs XLY
+1,103.4%
-190.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -2.0% | -3.9% | +1.9% | +0.9% |
| 30D | -1.7% | -6.1% | +4.5% | +2.9% |
| 3M | +4.7% | -1.2% | +5.9% | +5.2% |
| 6M | +12.5% | -1.8% | +14.3% | +13.3% |
| YTD | +11.7% | -5.9% | +17.6% | +15.9% |
| 1Y | +17.5% | -3.1% | +20.6% | +19.0% |
| 3Y | +76.6% | +36.0% | +40.6% | +37.4% |
| 5Y | +82.0% | +27.6% | +54.5% | +44.5% |
| 10Y | +317.1% | +216.8% | +100.3% | +67.6% |
| All | +912.9% | +1,103.4% | -190.6% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling