+58.6%
XLF vs SO
+76.7%
-18.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +6.5% | +8.7% | -2.2% | +4.2% |
| 3M | +1.2% | +3.4% | -2.2% | +0.2% |
| 6M | +14.6% | +3.7% | +10.9% | +13.2% |
| YTD | +7.7% | +10.0% | -2.3% | +4.3% |
| 1Y | +11.8% | +6.6% | +5.2% | +9.2% |
| 3Y | +80.1% | +52.5% | +27.6% | +53.8% |
| All | +58.6% | +76.7% | -18.1% | +25.9% |
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