+58.6%
XLF vs S
-67.5%
+126.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | +6.5% | -10.8% | +17.3% | +7.5% |
| 3M | +1.2% | +5.4% | -4.2% | 0.0% |
| 6M | +14.6% | +41.2% | -26.7% | +9.5% |
| YTD | +7.7% | +56.2% | -48.5% | +1.4% |
| 1Y | +11.8% | +36.3% | -24.5% | +6.5% |
| 3Y | +80.1% | +49.4% | +30.7% | +66.6% |
| All | +58.6% | -67.5% | +126.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling