+308.7%
XLF vs BG
+1,192.5%
-883.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -2.9% | +3.7% | -6.6% | -4.1% |
| 30D | -1.6% | +12.3% | -14.0% | -5.5% |
| 3M | +9.3% | -2.2% | +11.5% | +9.3% |
| 6M | +14.6% | +5.3% | +9.3% | +11.2% |
| YTD | +4.7% | +42.4% | -37.7% | -8.5% |
| 1Y | +8.6% | +55.2% | -46.6% | -8.5% |
| 3Y | +73.9% | +21.0% | +52.9% | +55.9% |
| 5Y | +65.0% | +87.1% | -22.1% | +23.6% |
| 10Y | +250.4% | +169.8% | +80.6% | +116.7% |
| All | +308.7% | +1,192.5% | -883.8% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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