+938.9%
XLY vs BG
+1,169.9%
-230.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -1.7% | +3.1% | -4.8% | -2.5% |
| 30D | -4.2% | +10.2% | -14.4% | -6.6% |
| 3M | -2.7% | -1.7% | -1.0% | -2.8% |
| 6M | -0.6% | +1.0% | -1.6% | -1.8% |
| YTD | -5.0% | +39.9% | -44.9% | -13.7% |
| 1Y | -4.1% | +53.2% | -57.3% | -15.2% |
| 3Y | +33.6% | +16.3% | +17.3% | +24.7% |
| 5Y | +28.7% | +83.9% | -55.2% | +4.9% |
| 10Y | +219.6% | +165.1% | +54.5% | +124.7% |
| All | +938.9% | +1,169.9% | -230.9% | +421.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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