+158.1%
XLE vs XLF
+58.9%
+99.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -6.7% | +1.9% | -8.6% | -7.9% |
| 30D | -4.4% | +6.5% | -10.9% | -8.2% |
| 3M | +4.0% | +1.2% | +2.8% | +2.9% |
| 6M | +13.2% | +14.6% | -1.4% | +3.2% |
| YTD | +41.9% | +7.7% | +34.2% | +34.2% |
| 1Y | +41.6% | +11.8% | +29.9% | +30.4% |
| 3Y | +64.0% | +80.1% | -16.1% | +7.6% |
| 5Y | +158.1% | +59.0% | +99.1% | +78.2% |
| All | +158.1% | +58.9% | +99.2% | +78.2% |
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