+279.1%
XLF vs P
+485.4%
-206.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | 0.0% | +6.5% | -6.5% | -1.0% |
| 30D | +0.2% | +18.8% | -18.7% | -2.9% |
| 3M | +11.7% | +26.7% | -15.0% | +6.5% |
| 6M | +13.8% | +62.2% | -48.4% | +3.2% |
| YTD | +7.0% | +48.5% | -41.5% | -2.1% |
| 1Y | +9.1% | +26.4% | -17.3% | +0.9% |
| 3Y | +75.6% | +159.4% | -83.8% | +33.9% |
| 5Y | +66.4% | +275.8% | -209.4% | +14.4% |
| 10Y | +250.3% | +732.0% | -481.7% | +96.8% |
| All | +279.1% | +485.4% | -206.3% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling