+422.3%
XLF vs XLB
+822.6%
-400.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.5% |
| 7D | 0.0% | -1.4% | +1.4% | +1.1% |
| 30D | +0.2% | -0.4% | +0.6% | +0.4% |
| 3M | +11.7% | +2.0% | +9.7% | +9.4% |
| 6M | +13.8% | +1.8% | +12.0% | +11.1% |
| YTD | +7.0% | +16.6% | -9.6% | -7.0% |
| 1Y | +9.1% | +16.9% | -7.8% | -5.6% |
| 3Y | +75.6% | +32.6% | +43.1% | +35.4% |
| 5Y | +66.4% | +35.6% | +30.8% | +25.0% |
| 10Y | +250.3% | +160.0% | +90.3% | +53.5% |
| All | +422.3% | +822.6% | -400.3% | -7.6% |
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