+64.2%
T vs XLF
+65.1%
-0.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -3.1% | -1.0% | -2.0% | -2.7% |
| 30D | +4.6% | -1.3% | +5.9% | +5.1% |
| 3M | +12.2% | +9.1% | +3.1% | +8.4% |
| 6M | -6.5% | +14.4% | -20.8% | -11.4% |
| YTD | +4.9% | +5.1% | -0.2% | +2.7% |
| 1Y | -10.5% | +8.6% | -19.1% | -13.7% |
| 3Y | +104.6% | +74.4% | +30.2% | +55.9% |
| 5Y | +64.2% | +64.4% | -0.2% | +24.9% |
| All | +64.2% | +65.1% | -0.9% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling