+199.8%
TER vs XLY
-0.5%
+200.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.8% | +6.8% |
| 7D | +0.6% | -2.0% | +2.5% | +2.6% |
| 30D | -8.3% | -3.1% | -5.2% | -5.7% |
| 3M | -12.2% | -1.8% | -10.4% | -10.9% |
| 6M | +17.0% | -0.9% | +17.9% | +16.9% |
| YTD | +84.6% | -3.4% | +88.0% | +87.2% |
| 1Y | +199.8% | -1.5% | +201.3% | +200.6% |
| All | +199.8% | -0.5% | +200.3% | +200.6% |
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