+9.1%
XLF vs P
+32.0%
-22.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | 0.0% | +6.5% | -6.5% | -0.2% |
| 30D | +0.2% | +18.8% | -18.7% | -0.3% |
| 3M | +11.7% | +26.7% | -15.0% | +10.9% |
| 6M | +13.8% | +62.2% | -48.4% | +11.7% |
| YTD | +7.0% | +48.5% | -41.5% | +5.3% |
| 1Y | +9.1% | +26.4% | -17.3% | +7.3% |
| All | +9.1% | +32.0% | -22.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling