+65.1%
XLF vs SO
+58.8%
+6.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | -0.5% | -3.2% | +2.7% | +0.3% |
| 3M | +10.6% | -1.7% | +12.3% | +11.0% |
| 6M | +14.3% | -7.2% | +21.5% | +16.3% |
| YTD | +5.5% | +4.6% | +1.0% | +3.6% |
| 1Y | +9.6% | +1.2% | +8.4% | +8.5% |
| 3Y | +75.2% | +45.3% | +29.9% | +52.0% |
| All | +65.1% | +58.8% | +6.2% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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