+288.7%
T vs XLY
+1,103.4%
-814.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -2.4% | -3.9% | +1.4% | -0.6% |
| 30D | +4.3% | -6.1% | +10.4% | +7.5% |
| 3M | +11.6% | -1.2% | +12.7% | +11.7% |
| 6M | -5.6% | -1.8% | -3.8% | -5.6% |
| YTD | +6.6% | -5.9% | +12.4% | +8.5% |
| 1Y | -8.4% | -3.1% | -5.3% | -8.4% |
| 3Y | +107.8% | +36.0% | +71.9% | +68.6% |
| 5Y | +68.3% | +27.6% | +40.7% | +35.6% |
| 10Y | +71.1% | +216.8% | -145.7% | -19.7% |
| All | +288.7% | +1,103.4% | -814.7% | -21.4% |
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