+181.3%
XLE vs XLF
+247.0%
-65.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.2% |
| 7D | +0.3% | -1.0% | +1.4% | +1.2% |
| 30D | +8.5% | -1.3% | +9.8% | +9.6% |
| 3M | +14.6% | +9.1% | +5.5% | +5.5% |
| 6M | +17.6% | +14.4% | +3.2% | +3.1% |
| YTD | +48.1% | +5.1% | +43.0% | +39.5% |
| 1Y | +53.8% | +8.6% | +45.2% | +40.1% |
| 3Y | +56.2% | +74.4% | -18.2% | -9.6% |
| 5Y | +227.7% | +64.4% | +163.4% | +96.3% |
| 10Y | +181.3% | +251.6% | -70.3% | -7.4% |
| All | +181.3% | +247.0% | -65.7% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling