+3.6%
XLY vs XLB
+29.8%
-26.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +2.9% |
| 7D | +6.1% | +3.9% | +2.1% | +3.9% |
| 30D | +10.8% | +8.9% | +1.9% | +5.9% |
| 3M | +3.6% | +4.1% | -0.5% | +1.4% |
| 6M | +4.4% | +7.3% | -3.0% | +0.1% |
| YTD | +3.1% | +20.4% | -17.3% | -9.2% |
| 1Y | +3.6% | +29.5% | -26.0% | -14.5% |
| All | +3.6% | +29.8% | -26.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling