+70.3%
T vs XLY
+220.9%
-150.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +1.5% | -1.7% | +3.2% | +2.1% |
| 30D | +7.5% | -4.2% | +11.6% | +9.0% |
| 3M | +14.8% | -2.7% | +17.5% | +15.6% |
| 6M | -1.7% | -0.6% | -1.1% | -2.1% |
| YTD | +8.7% | -5.0% | +13.7% | +9.8% |
| 1Y | -7.5% | -4.1% | -3.4% | -7.0% |
| 3Y | +110.2% | +33.6% | +76.6% | +80.6% |
| 5Y | +71.6% | +28.7% | +42.9% | +45.5% |
| All | +70.3% | +220.9% | -150.6% | -19.0% |
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