+906.3%
XBI vs XLY
+779.9%
+126.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | -4.6% | -1.7% | -2.9% | -3.3% |
| 30D | -2.0% | -4.2% | +2.2% | +1.5% |
| 3M | +17.8% | -2.7% | +20.5% | +19.6% |
| 6M | +23.7% | -0.6% | +24.4% | +23.6% |
| YTD | +28.2% | -5.0% | +33.3% | +32.7% |
| 1Y | +64.0% | -4.1% | +68.1% | +67.6% |
| 3Y | +99.4% | +33.6% | +65.8% | +50.7% |
| 5Y | +19.3% | +28.7% | -9.4% | -7.5% |
| 10Y | +158.7% | +219.6% | -60.9% | -5.3% |
| All | +906.3% | +779.9% | +126.4% | +71.8% |
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 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