+998.7%
XLE vs XLF
+422.7%
+576.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | +4.0% | +1.2% | +2.8% | +2.9% |
| 6M | +13.2% | +14.6% | -1.4% | +3.9% |
| YTD | +41.9% | +7.7% | +34.2% | +34.2% |
| 1Y | +41.6% | +11.8% | +29.9% | +31.1% |
| 3Y | +64.0% | +80.1% | -16.1% | +14.9% |
| 5Y | +158.1% | +59.0% | +99.1% | +93.2% |
| 10Y | +163.9% | +224.2% | -60.2% | +39.5% |
| All | +998.7% | +422.7% | +576.1% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling