+1,097.3%
XLI vs XLY
+1,114.2%
-16.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | -1.7% | -1.7% | 0.0% | -0.4% |
| 30D | -7.3% | -4.2% | -3.1% | -4.4% |
| 3M | -1.3% | -2.7% | +1.3% | +0.1% |
| 6M | +2.2% | -0.6% | +2.9% | +2.0% |
| YTD | +11.7% | -5.0% | +16.7% | +15.1% |
| 1Y | +14.3% | -4.1% | +18.4% | +16.5% |
| 3Y | +70.3% | +33.6% | +36.7% | +32.7% |
| 5Y | +82.3% | +28.7% | +53.6% | +39.9% |
| 10Y | +258.4% | +219.6% | +38.8% | +35.0% |
| All | +1,097.3% | +1,114.2% | -16.9% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling