+57.9%
XLE vs XLY
+35.2%
+22.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +1.7% | -1.7% | +3.4% | +2.1% |
| 30D | +6.7% | -4.2% | +10.9% | +7.7% |
| 3M | +14.9% | -2.7% | +17.5% | +15.3% |
| 6M | +15.9% | -0.6% | +16.5% | +15.1% |
| YTD | +47.7% | -5.0% | +52.7% | +49.0% |
| 1Y | +50.7% | -4.1% | +54.8% | +51.1% |
| 3Y | +57.9% | +33.6% | +24.3% | +38.9% |
| All | +57.9% | +35.2% | +22.7% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling