+49.9%
XLE vs XLY
+3.2%
+46.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.3% | -9.0% | -2.9% |
| 7D | -7.2% | +6.1% | -13.3% | -4.7% |
| 30D | +0.1% | +10.8% | -10.7% | +4.5% |
| 3M | +9.2% | +3.6% | +5.5% | +11.4% |
| 6M | +8.4% | +4.4% | +4.0% | +11.3% |
| YTD | +44.9% | +3.1% | +41.8% | +50.9% |
| 1Y | +49.9% | +3.6% | +46.3% | +55.6% |
| All | +49.9% | +3.2% | +46.7% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling