+43.2%
TER vs XLY
+3.2%
+40.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.3% | -11.1% | -10.6% |
| 7D | -19.9% | +6.1% | -25.9% | -24.6% |
| 30D | -43.5% | +10.8% | -54.3% | -49.2% |
| 3M | -37.8% | +3.6% | -41.4% | -40.3% |
| 6M | -25.6% | +4.4% | -29.9% | -28.8% |
| YTD | +29.8% | +3.1% | +26.7% | +22.2% |
| 1Y | +43.2% | +3.6% | +39.6% | +33.8% |
| All | +43.2% | +3.2% | +40.0% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling