+422.3%
XLF vs ES
+948.6%
-526.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +0.2% | -2.0% | +2.1% | +1.0% |
| 3M | +11.7% | +1.7% | +10.0% | +10.6% |
| 6M | +13.8% | -3.5% | +17.3% | +15.0% |
| YTD | +7.0% | +7.9% | -0.9% | +2.5% |
| 1Y | +9.1% | +17.2% | -8.0% | -0.3% |
| 3Y | +75.6% | +29.3% | +46.3% | +49.0% |
| 5Y | +66.4% | -5.7% | +72.2% | +61.4% |
| 10Y | +250.3% | +85.2% | +165.1% | +131.8% |
| All | +422.3% | +948.6% | -526.3% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling