+896.5%
XLV vs SO
+1,606.3%
-709.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -1.1% | -2.5% | +1.4% | -0.3% |
| 3M | +8.2% | -4.2% | +12.4% | +9.7% |
| 6M | +8.9% | -7.7% | +16.6% | +11.7% |
| YTD | +8.5% | +3.8% | +4.7% | +6.9% |
| 1Y | +22.3% | +0.1% | +22.2% | +21.8% |
| 3Y | +32.6% | +44.2% | -11.6% | +15.9% |
| 5Y | +34.4% | +57.9% | -23.5% | +13.1% |
| 10Y | +175.4% | +162.0% | +13.4% | +93.0% |
| All | +896.5% | +1,606.3% | -709.8% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling