+1,184.6%
XLY vs RF
+134.4%
+1,050.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +2.0% | +1.9% | +0.1% | +1.5% |
| 30D | +7.6% | +7.3% | +0.3% | +5.7% |
| 3M | +1.5% | -7.9% | +9.4% | +3.6% |
| 6M | +1.5% | +10.5% | -9.0% | -1.2% |
| YTD | +1.1% | +9.6% | -8.5% | -1.6% |
| 1Y | +4.3% | +20.3% | -16.0% | -0.9% |
| 3Y | +51.8% | +119.5% | -67.8% | +22.8% |
| 5Y | +22.8% | +48.2% | -25.4% | +8.2% |
| 10Y | +233.4% | +234.3% | -0.8% | +127.5% |
| All | +1,184.6% | +134.4% | +1,050.2% | +558.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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