+10.2%
XLF vs ALL
+31.1%
-21.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +6.2% | +12.8% | -6.6% | +3.9% |
| 3M | +0.9% | +4.7% | -3.8% | -0.1% |
| 6M | +13.6% | +24.9% | -11.3% | +8.8% |
| YTD | +7.6% | +30.0% | -22.4% | +1.9% |
| 1Y | +10.2% | +29.9% | -19.8% | +4.4% |
| All | +10.2% | +31.1% | -21.0% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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