+70.2%
XLF vs S
-57.1%
+127.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -1.2% | -11.4% | +10.3% | -0.2% |
| 3M | +9.2% | +33.8% | -24.6% | +5.9% |
| 6M | +16.3% | +39.5% | -23.1% | +11.9% |
| YTD | +5.4% | +31.7% | -26.2% | +1.8% |
| 1Y | +7.6% | +7.0% | +0.6% | +5.7% |
| 3Y | +74.2% | +11.8% | +62.4% | +67.4% |
| 5Y | +66.1% | -69.0% | +135.2% | +63.1% |
| All | +70.2% | -57.1% | +127.2% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling