+1,096.1%
XLY vs XLB
+793.0%
+303.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | -3.9% | -3.5% | -0.3% | -1.5% |
| 30D | -6.1% | -4.7% | -1.4% | -3.0% |
| 3M | -1.2% | +2.7% | -3.9% | -3.2% |
| 6M | -1.8% | +2.6% | -4.4% | -3.8% |
| YTD | -5.9% | +12.8% | -18.7% | -13.8% |
| 1Y | -3.1% | +14.0% | -17.1% | -12.0% |
| 3Y | +36.0% | +31.5% | +4.5% | +12.3% |
| 5Y | +27.6% | +33.4% | -5.9% | +4.8% |
| 10Y | +216.8% | +161.3% | +55.5% | +64.8% |
| All | +1,096.1% | +793.0% | +303.0% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling