+415.1%
XLF vs ADI
+4,049.9%
-3,634.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.5% |
| 7D | +0.2% | +2.4% | -2.3% | -0.5% |
| 30D | -0.5% | -6.6% | +6.1% | +1.4% |
| 3M | +10.6% | -9.8% | +20.4% | +13.1% |
| 6M | +14.3% | +15.7% | -1.4% | +7.8% |
| YTD | +5.5% | +35.1% | -29.6% | -5.2% |
| 1Y | +9.6% | +47.7% | -38.1% | -4.4% |
| 3Y | +75.2% | +114.5% | -39.3% | +33.0% |
| 5Y | +65.5% | +141.2% | -75.7% | +19.6% |
| 10Y | +246.4% | +611.3% | -364.9% | +80.6% |
| All | +415.1% | +4,049.9% | -3,634.9% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ADI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling