+49.9%
XLE vs XLF
+15.8%
+34.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.3% | -3.8% |
| 7D | -7.2% | +5.5% | -12.7% | -6.0% |
| 30D | +0.1% | +9.9% | -9.8% | +2.0% |
| 3M | +9.2% | +2.6% | +6.5% | +10.0% |
| 6M | +8.4% | +15.6% | -7.2% | +11.1% |
| YTD | +44.9% | +9.4% | +35.5% | +52.0% |
| 1Y | +49.9% | +14.7% | +35.1% | +54.9% |
| All | +49.9% | +15.8% | +34.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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