+422.3%
XLF vs D
+786.7%
-364.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.7% |
| 30D | +0.2% | -2.6% | +2.8% | +1.4% |
| 3M | +11.7% | 0.0% | +11.7% | +11.5% |
| 6M | +13.8% | +7.4% | +6.4% | +9.0% |
| YTD | +7.0% | +15.9% | -8.9% | -1.6% |
| 1Y | +9.1% | +18.1% | -9.0% | -0.9% |
| 3Y | +75.6% | +58.4% | +17.2% | +33.2% |
| 5Y | +66.4% | +5.2% | +61.2% | +53.5% |
| 10Y | +250.3% | +35.9% | +214.4% | +165.7% |
| All | +422.3% | +786.7% | -364.4% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2026-09-04: compounded portfolio wealth divided by compounded D 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 2026-09-04 analysis · Full analysis span regression · 6 months rolling