+64.3%
XLF vs PSX
+362.1%
-297.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | +1.7% | -3.2% | -1.9% |
| 30D | -1.2% | +15.6% | -16.8% | -4.5% |
| 3M | +9.2% | +46.5% | -37.3% | -0.5% |
| 6M | +16.3% | +55.0% | -38.7% | +3.9% |
| YTD | +5.4% | +105.3% | -99.9% | -13.0% |
| 1Y | +7.6% | +101.6% | -94.0% | -11.0% |
| 3Y | +74.2% | +134.1% | -59.9% | +34.8% |
| All | +64.3% | +362.1% | -297.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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