+225.2%
XLF vs M
-5.1%
+230.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -1.0% | -3.3% | +2.3% | -0.4% |
| 30D | +6.5% | +8.1% | -1.6% | +4.7% |
| 3M | +1.8% | +2.2% | -0.4% | +1.0% |
| 6M | +15.4% | +35.1% | -19.8% | +7.8% |
| YTD | +8.4% | +15.8% | -7.5% | +3.9% |
| 1Y | +11.9% | +25.8% | -13.9% | +5.4% |
| 3Y | +81.1% | +156.2% | -75.1% | +40.0% |
| 5Y | +59.5% | -2.4% | +61.8% | +43.0% |
| 10Y | +225.2% | -7.1% | +232.3% | +121.1% |
| All | +225.2% | -5.1% | +230.3% | +121.1% |
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