+491.8%
XLF vs PSX
+1,159.1%
-667.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | +0.2% | +2.8% | -2.7% | -0.8% |
| 30D | -0.5% | +27.8% | -28.3% | -8.8% |
| 3M | +10.6% | +42.0% | -31.4% | -2.7% |
| 6M | +14.3% | +58.1% | -43.8% | -4.0% |
| YTD | +5.5% | +105.0% | -99.5% | -19.7% |
| 1Y | +9.6% | +104.9% | -95.3% | -17.0% |
| 3Y | +75.2% | +134.1% | -58.9% | +22.7% |
| 5Y | +65.5% | +363.8% | -298.3% | -14.9% |
| 10Y | +246.4% | +370.1% | -123.7% | +62.7% |
| All | +491.8% | +1,159.1% | -667.3% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling