+35.5%
XLV vs SO
+57.0%
-21.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -3.6% | -1.1% | -2.5% | -3.2% |
| 30D | -1.8% | -5.0% | +3.2% | -0.2% |
| 3M | +7.8% | -5.8% | +13.6% | +9.9% |
| 6M | +9.1% | -7.9% | +17.0% | +12.0% |
| YTD | +7.7% | +2.4% | +5.3% | +6.6% |
| 1Y | +20.4% | -2.3% | +22.7% | +20.9% |
| 3Y | +30.8% | +41.9% | -11.1% | +13.8% |
| All | +35.5% | +57.0% | -21.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 5y: compounded portfolio wealth divided by compounded SO 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…
5y analysis · Full analysis span regression · 6 months rolling