+31.8%
XLY vs S
-57.1%
+88.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -4.2% | -11.4% | +7.3% | -2.4% |
| 3M | -2.7% | +33.8% | -36.5% | -8.6% |
| 6M | -0.6% | +39.5% | -40.1% | -8.2% |
| YTD | -5.0% | +31.7% | -36.7% | -11.6% |
| 1Y | -4.1% | +7.0% | -11.1% | -7.5% |
| 3Y | +33.6% | +11.8% | +21.8% | +22.7% |
| 5Y | +28.7% | -69.0% | +97.7% | +31.2% |
| All | +31.8% | -57.1% | +88.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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