-6.4%
T vs XLF
+15.8%
-22.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.5% | +1.5% |
| 7D | +5.5% | +5.5% | 0.0% | +4.7% |
| 30D | -8.9% | +9.9% | -18.8% | -9.8% |
| 3M | -5.6% | +2.6% | -8.2% | -6.1% |
| 6M | -14.3% | +15.6% | -29.9% | -13.8% |
| YTD | -7.9% | +9.4% | -17.3% | -6.3% |
| 1Y | -6.4% | +14.7% | -21.1% | -5.9% |
| All | -6.4% | +15.8% | -22.2% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling