+150.9%
XLF vs DOW
-17.0%
+167.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +1.4% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | -1.2% | -3.9% | +2.8% | 0.0% |
| 3M | +9.2% | -12.7% | +21.9% | +13.8% |
| 6M | +16.3% | -13.7% | +30.0% | +19.2% |
| YTD | +5.4% | +28.4% | -23.0% | -9.6% |
| 1Y | +7.6% | +21.8% | -14.1% | -6.9% |
| 3Y | +74.2% | -35.7% | +109.9% | +94.6% |
| 5Y | +66.1% | -36.8% | +103.0% | +83.8% |
| All | +150.9% | -17.0% | +167.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling