+889.2%
XLV vs XLY
+1,114.2%
-225.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -3.6% | -1.7% | -1.9% | -2.7% |
| 30D | -1.8% | -4.2% | +2.4% | +0.4% |
| 3M | +7.8% | -2.7% | +10.5% | +8.9% |
| 6M | +9.1% | -0.6% | +9.7% | +8.8% |
| YTD | +7.7% | -5.0% | +12.8% | +9.8% |
| 1Y | +20.4% | -4.1% | +24.5% | +21.8% |
| 3Y | +30.8% | +33.6% | -2.8% | +8.3% |
| 5Y | +34.6% | +28.7% | +5.9% | +9.7% |
| 10Y | +173.4% | +219.6% | -46.2% | +30.9% |
| All | +889.2% | +1,114.2% | -225.0% | +110.1% |
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