+9.1%
XLF vs BBY
+27.1%
-17.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.1% |
| 7D | 0.0% | +9.5% | -9.5% | -1.1% |
| 30D | +0.2% | +6.8% | -6.7% | -0.6% |
| 3M | +11.7% | +28.9% | -17.1% | +8.3% |
| 6M | +13.8% | +37.8% | -24.0% | +9.2% |
| YTD | +7.0% | +38.7% | -31.7% | +2.6% |
| 1Y | +9.1% | +23.7% | -14.6% | +6.5% |
| All | +9.1% | +27.1% | -17.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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