+33.6%
XLY vs SPOT
+237.0%
-203.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.7% | -3.1% | +1.4% | -1.2% |
| 30D | -4.2% | +7.4% | -11.6% | -5.3% |
| 3M | -2.7% | +8.2% | -10.9% | -4.1% |
| 6M | -0.6% | +2.2% | -2.8% | -1.6% |
| YTD | -5.0% | -9.5% | +4.4% | -4.3% |
| 1Y | -4.1% | -23.8% | +19.7% | -0.4% |
| 3Y | +33.6% | +233.5% | -199.9% | +2.3% |
| All | +33.6% | +237.0% | -203.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling