+1,999.8%
TER vs XLY
+1,108.8%
+890.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +4.7% |
| 7D | +12.4% | -2.1% | +14.4% | +14.9% |
| 30D | +5.1% | -6.0% | +11.2% | +12.2% |
| 3M | +4.0% | -2.7% | +6.7% | +6.0% |
| 6M | +29.5% | -1.5% | +31.0% | +31.4% |
| YTD | +98.5% | -5.4% | +103.9% | +111.1% |
| 1Y | +234.1% | -3.8% | +237.9% | +248.7% |
| 3Y | +289.0% | +36.6% | +252.4% | +173.3% |
| 5Y | +228.2% | +27.4% | +200.8% | +151.4% |
| 10Y | +1,895.7% | +218.2% | +1,677.5% | +446.3% |
| All | +1,999.8% | +1,108.8% | +890.9% | +40.0% |
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 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