+248.8%
XLF vs XLY
+220.9%
+28.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -1.5% | -1.7% | +0.2% | -0.3% |
| 30D | -1.2% | -4.2% | +3.0% | +1.8% |
| 3M | +9.2% | -2.7% | +11.9% | +10.8% |
| 6M | +16.3% | -0.6% | +17.0% | +15.8% |
| YTD | +5.4% | -5.0% | +10.5% | +8.4% |
| 1Y | +7.6% | -4.1% | +11.7% | +9.4% |
| 3Y | +74.2% | +33.6% | +40.6% | +35.4% |
| 5Y | +66.1% | +28.7% | +37.4% | +28.2% |
| All | +248.8% | +220.9% | +28.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling