+75.2%
XLF vs ES
+33.1%
+42.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.2% | +1.4% | -1.2% | -0.1% |
| 30D | -0.5% | -1.2% | +0.6% | -0.3% |
| 3M | +10.6% | +5.0% | +5.6% | +9.6% |
| 6M | +14.3% | -2.8% | +17.1% | +14.7% |
| YTD | +5.5% | +8.6% | -3.0% | +3.5% |
| 1Y | +9.6% | +18.9% | -9.4% | +4.6% |
| 3Y | +75.2% | +32.1% | +43.0% | +59.2% |
| All | +75.2% | +33.1% | +42.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling