+65.5%
XLF vs M
+24.8%
+40.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | +0.2% | +2.4% | -2.2% | -0.2% |
| 30D | -0.5% | -11.6% | +11.1% | +1.4% |
| 3M | +10.6% | +1.6% | +9.0% | +10.0% |
| 6M | +14.3% | +25.2% | -10.9% | +9.6% |
| YTD | +5.5% | +3.8% | +1.8% | +4.0% |
| 1Y | +9.6% | +36.3% | -26.8% | +3.0% |
| 3Y | +75.2% | +116.3% | -41.2% | +45.0% |
| 5Y | +65.5% | +28.2% | +37.4% | +45.2% |
| All | +65.5% | +24.8% | +40.7% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling