+67.4%
XLF vs P
+276.6%
-209.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | 0.0% | +6.5% | -6.5% | -0.7% |
| 30D | +0.2% | +18.8% | -18.7% | -2.0% |
| 3M | +11.7% | +26.7% | -15.0% | +8.0% |
| 6M | +13.8% | +62.2% | -48.4% | +6.1% |
| YTD | +7.0% | +48.5% | -41.5% | +0.3% |
| 1Y | +9.1% | +26.4% | -17.3% | +3.0% |
| 3Y | +75.6% | +159.4% | -83.8% | +39.0% |
| All | +67.4% | +276.6% | -209.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling