+215.2%
XLY vs M
-3.0%
+218.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.5% |
| 7D | -1.7% | -4.2% | +2.5% | -1.0% |
| 30D | -4.2% | -7.2% | +3.0% | -3.0% |
| 3M | -2.7% | -11.1% | +8.5% | -0.8% |
| 6M | -0.6% | +28.8% | -29.4% | -5.8% |
| YTD | -5.0% | +2.0% | -7.1% | -6.3% |
| 1Y | -4.1% | +31.3% | -35.4% | -10.0% |
| 3Y | +33.6% | +119.1% | -85.5% | +9.2% |
| 5Y | +28.7% | +29.7% | -1.0% | +12.2% |
| All | +215.2% | -3.0% | +218.2% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling