+246.5%
XLF vs MSCI
+625.6%
-379.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -1.1% |
| 30D | -1.6% | -2.2% | +0.6% | -0.9% |
| 3M | +9.3% | -9.7% | +19.0% | +12.9% |
| 6M | +14.6% | +0.3% | +14.3% | +13.3% |
| YTD | +4.7% | -3.5% | +8.2% | +4.6% |
| 1Y | +8.6% | -1.4% | +10.0% | +7.2% |
| 3Y | +73.9% | +6.6% | +67.3% | +62.6% |
| 5Y | +65.0% | -10.9% | +75.9% | +60.2% |
| All | +246.5% | +625.6% | -379.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSCI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling