+246.5%
XLF vs M
-10.0%
+256.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.6% |
| 7D | -2.9% | -8.8% | +5.9% | -1.2% |
| 30D | -1.6% | -16.4% | +14.8% | +1.8% |
| 3M | +9.3% | -10.8% | +20.1% | +11.3% |
| 6M | +14.6% | +16.1% | -1.5% | +10.4% |
| YTD | +4.7% | -5.3% | +10.0% | +4.7% |
| 1Y | +8.6% | +24.9% | -16.2% | +2.4% |
| 3Y | +73.9% | +97.5% | -23.7% | +41.3% |
| 5Y | +65.0% | +20.4% | +44.6% | +39.6% |
| All | +246.5% | -10.0% | +256.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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