+94.5%
AAPL vs XLP
+43.4%
+51.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +4.1% | +8.2% | -4.1% | -0.3% |
| 3M | +17.5% | +7.7% | +9.8% | +12.8% |
| 6M | +20.6% | +9.3% | +11.3% | +14.7% |
| YTD | +31.0% | +19.5% | +11.5% | +17.4% |
| 1Y | +30.2% | +21.0% | +9.2% | +15.7% |
| All | +94.5% | +43.4% | +51.2% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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