+237.1%
XLF vs MSCI
+3,174.4%
-2,937.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | +1.9% | +2.7% | -0.7% | +0.7% |
| 30D | +6.5% | +16.2% | -9.7% | -0.6% |
| 3M | +1.2% | +17.1% | -15.9% | -6.1% |
| 6M | +14.6% | +13.0% | +1.6% | +7.1% |
| YTD | +7.7% | +15.8% | -8.0% | -1.2% |
| 1Y | +11.8% | +15.5% | -3.7% | +2.6% |
| 3Y | +80.1% | +32.3% | +47.8% | +50.2% |
| 5Y | +59.0% | +8.2% | +50.8% | +40.1% |
| 10Y | +224.2% | +800.7% | -576.5% | -9.0% |
| All | +237.1% | +3,174.4% | -2,937.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling