+429.4%
XLF vs XLB
+823.1%
-393.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +2.7% | +0.5% | +2.1% | +2.2% |
| 30D | +7.6% | +5.2% | +2.5% | +3.3% |
| 3M | +1.1% | +0.3% | +0.8% | +0.6% |
| 6M | +15.9% | +1.2% | +14.7% | +14.0% |
| YTD | +8.4% | +16.6% | -8.2% | -5.9% |
| 1Y | +12.5% | +21.4% | -8.9% | -5.7% |
| 3Y | +81.6% | +43.2% | +38.3% | +31.2% |
| 5Y | +59.3% | +28.0% | +31.2% | +25.5% |
| 10Y | +225.4% | +164.8% | +60.7% | +40.4% |
| All | +429.4% | +823.1% | -393.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling