+1,019.2%
XLE vs XLF
+425.7%
+593.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -0.2% | -1.0% | +0.7% | +0.3% |
| 30D | -4.0% | +6.5% | -10.5% | -7.7% |
| 3M | +4.6% | +1.8% | +2.8% | +3.2% |
| 6M | +12.3% | +15.4% | -3.1% | +2.7% |
| YTD | +44.5% | +8.4% | +36.2% | +36.3% |
| 1Y | +42.4% | +11.9% | +30.5% | +31.7% |
| 3Y | +67.0% | +81.1% | -14.1% | +16.6% |
| 5Y | +161.9% | +59.5% | +102.4% | +95.7% |
| 10Y | +173.9% | +225.2% | -51.3% | +44.5% |
| All | +1,019.2% | +425.7% | +593.5% | +317.4% |
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 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