+422.3%
XLF vs M
+138.9%
+283.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.6% |
| 7D | 0.0% | +4.7% | -4.7% | -1.4% |
| 30D | +0.2% | -9.6% | +9.8% | +3.2% |
| 3M | +11.7% | +0.9% | +10.9% | +10.6% |
| 6M | +13.8% | +22.3% | -8.5% | +5.7% |
| YTD | +7.0% | +6.5% | +0.5% | +3.1% |
| 1Y | +9.1% | +38.8% | -29.6% | -3.7% |
| 3Y | +75.6% | +115.9% | -40.3% | +23.8% |
| 5Y | +66.4% | +28.6% | +37.8% | +23.8% |
| 10Y | +250.3% | -2.5% | +252.8% | +119.5% |
| All | +422.3% | +138.9% | +283.4% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling