+1,101.4%
XLY vs SO
+1,606.3%
-504.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.0% | -2.5% | -3.5% | -5.3% |
| 3M | -2.7% | -4.2% | +1.4% | -1.6% |
| 6M | -1.5% | -7.7% | +6.2% | +0.8% |
| YTD | -5.4% | +3.8% | -9.2% | -7.2% |
| 1Y | -3.8% | +0.1% | -3.9% | -4.6% |
| 3Y | +36.6% | +44.2% | -7.6% | +17.1% |
| 5Y | +27.4% | +57.9% | -30.5% | +4.6% |
| 10Y | +218.2% | +162.0% | +56.2% | +111.0% |
| All | +1,101.4% | +1,606.3% | -504.9% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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