+112,509.3%
AAPL vs XLP
+523.7%
+111,985.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | +0.1% | -1.0% | +1.1% | +0.9% |
| 30D | +3.0% | -0.9% | +3.9% | +3.7% |
| 3M | +2.9% | +3.8% | -0.9% | -0.4% |
| 6M | +22.1% | -1.7% | +23.8% | +23.3% |
| YTD | +18.0% | +10.3% | +7.8% | +8.3% |
| 1Y | +33.9% | +7.8% | +26.1% | +24.8% |
| 3Y | +71.2% | +27.2% | +44.0% | +38.6% |
| 5Y | +112.6% | +32.5% | +80.1% | +67.6% |
| 10Y | +1,198.8% | +101.8% | +1,097.0% | +649.2% |
| All | +112,509.3% | +523.7% | +111,985.6% | +31,265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling