+225.7%
XLE vs XLF
+65.5%
+160.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +12.6% | -0.5% | +13.2% | +12.9% |
| 3M | +11.8% | +10.6% | +1.2% | +4.4% |
| 6M | +16.1% | +14.3% | +1.8% | +5.6% |
| YTD | +46.9% | +5.5% | +41.3% | +40.8% |
| 1Y | +53.3% | +9.6% | +43.7% | +42.8% |
| 3Y | +54.9% | +75.2% | -20.2% | +2.5% |
| 5Y | +225.7% | +65.5% | +160.2% | +113.9% |
| All | +225.7% | +65.5% | +160.2% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling