+36.5%
XBI vs XLY
-0.8%
+37.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.8% | -2.9% | -4.4% |
| 7D | -6.0% | +1.2% | -7.2% | -6.4% |
| 30D | -1.7% | +5.3% | -7.0% | -4.3% |
| 3M | -3.0% | -0.6% | -2.4% | -2.6% |
| 6M | +11.0% | +0.1% | +11.0% | +11.2% |
| YTD | +21.8% | -0.9% | +22.7% | +19.4% |
| 1Y | +36.5% | -1.6% | +38.1% | +34.4% |
| All | +36.5% | -0.8% | +37.3% | +34.4% |
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 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