+7.6%
XLF vs XLB
+14.5%
-6.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.5% | -2.8% | +1.4% | -0.4% |
| 30D | -1.2% | -3.1% | +1.9% | 0.0% |
| 3M | +9.2% | -0.2% | +9.3% | +9.1% |
| 6M | +16.3% | +3.1% | +13.3% | +14.5% |
| YTD | +5.4% | +13.3% | -7.8% | -2.6% |
| 1Y | +7.6% | +12.0% | -4.4% | -1.2% |
| All | +7.6% | +14.5% | -6.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling