+1,046.7%
XLE vs XLY
+1,108.8%
-62.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.7% |
| 7D | +0.3% | -2.1% | +2.4% | +1.6% |
| 30D | +8.5% | -6.0% | +14.5% | +12.7% |
| 3M | +14.6% | -2.7% | +17.4% | +15.6% |
| 6M | +17.6% | -1.5% | +19.0% | +16.4% |
| YTD | +48.1% | -5.4% | +53.5% | +50.1% |
| 1Y | +53.8% | -3.8% | +57.6% | +53.5% |
| 3Y | +56.2% | +36.6% | +19.6% | +20.5% |
| 5Y | +227.7% | +27.4% | +200.4% | +151.7% |
| 10Y | +181.3% | +218.2% | -36.9% | +17.4% |
| All | +1,046.7% | +1,108.8% | -62.1% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling