+246.5%
XLF vs C
+301.2%
-54.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -2.9% | +0.3% | -3.1% | -3.0% |
| 30D | -1.6% | +2.0% | -3.6% | -2.8% |
| 3M | +9.3% | +4.4% | +4.9% | +5.9% |
| 6M | +14.6% | +28.3% | -13.8% | -2.1% |
| YTD | +4.7% | +20.5% | -15.7% | -7.8% |
| 1Y | +8.6% | +45.5% | -36.9% | -14.8% |
| 3Y | +73.9% | +274.0% | -200.2% | -26.0% |
| 5Y | +65.0% | +136.1% | -71.1% | -8.3% |
| All | +246.5% | +301.2% | -54.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded C 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling