+1,851.9%
TER vs XLY
+220.9%
+1,631.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.5% |
| 7D | +6.4% | -1.7% | +8.1% | +8.4% |
| 30D | -5.7% | -4.2% | -1.5% | -1.4% |
| 3M | -0.4% | -2.7% | +2.3% | +1.2% |
| 6M | +25.8% | -0.6% | +26.5% | +26.4% |
| YTD | +96.4% | -5.0% | +101.4% | +107.9% |
| 1Y | +229.2% | -4.1% | +233.3% | +245.2% |
| 3Y | +288.1% | +33.6% | +254.5% | +177.1% |
| 5Y | +219.9% | +28.7% | +191.2% | +141.1% |
| All | +1,851.9% | +220.9% | +1,631.0% | +456.9% |
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